LIOUI Abraham, PHD

Professor, Co-Director, Scientific Beta Advanced Factor & ESG Investing Research Chair

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

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CV - Abraham LIOUI, PhD...
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EDHEC Publications

According to recently published data (for the United States in particular), a large majority of short sellers are market makers who are hedging their...
Relying on a general version of the standard Real Business Cycle model with cash and credit goods, we find that the factors determining the mean...

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