Faculty and researchers

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

Position paper

The Undesirable Effects of Banning Short Sales

According to recently published data (for the United States in particular), a large majority of short sellers are market makers who are hedging their...

Working paper

Production-Based Asset Pricing in a Monetary Economy: Theory and Evidence

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...

Book

Dynamic asset allocation with forwards and futures.

Ed. SPRINGER

Pages