LIOUI Abraham, PHD

Head of Data Science, Economics and Finance Faculty - Professor

Speciality : Finance
Expertise : Portfolio and Asset Pricing Theory, Derivatives and Risk Management

EDHEC Business School
393/400 Promenade des Anglais - BP3116
06202 Nice cedex 3 - France
Tel.: + 33 (0)4 93 18 99 66
Fax : + 33 (0)4 93 83 08 10

Email : abraham.lioui@edhec.edu

Main academic publications

Journal of Financial Markets (2018), Journal of Financial and Quantitative Analysis (2014), European Journal of Operational Research (2013 ; 2016 ; 2019), Journal of Macroeconomics (2012), Financial Analysts Journal (2011), Journal of Alternative Investments (2011), Finance (2010), Bankers, Markets & Investors (2010), Economics Letters (2007 ; 2008), Journal of Economics Dynamics and Controls (1998 ; 2001 ; 2003 ; 2007 ; 2013), Ecological Economics (2007), Journal of Future Markets (1997 ; 2000 ; 2001 ; 2003 ; 2006), Review of Derivatives Research (2005), Journal of Banking and Finance (1998 ; 2003 ; 2004), Journal of International Money and Finance (1999 ; 2002), Management Science (2000)

Documents to download

Pdf
CV - Abraham LIOUI, PhD...
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Publications edhec

Chapter: Robust Consumption and Portfolio Rules when Asset Returns are Predictable. Ed. PALGRAVE MACMILLAN
Chapter : Risk management and portfolio optimization for volatile markets. Chapter : An empirical analysis of short-biased hedge fund's risk-...
There is considerable heterogeneity in market reaction to different dimensions of CSR. Not all dimensions offer a positive reward; some yield a...
We look at the impact of the ban on broad market indices in the US and in Europe (the United Kingdom, France, and Germany). Since these indices and...
We first show that monetary certainty is a sufficient condition for an interest rate smoothing rule to be optimal even under preferences for model...

Pages