LIOUI Abraham, PHD

Head of Faculty (Finance) - Director PhD in Finance Program - 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 and Quantitative Analysis (2014), European Journal of Operational Research (2013 ; 2016), 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...
(-1.00 B)

Publications edhec

European Journal of Operational Research, Volume 254, Issue 1, 1 October 2016, Pages 320-337
Chapter : Corporate Social Responsibility and Macroeconomic Uncertainty. ACADEMIC PRESS
Journal of Financial and Quantitative Analysis, Volume 49, Issue 2, April 2014, pp483-511.
Chapter: A Paradox of the Mean Variance Setting for the Long Term Investor. Ed. SPRINGER

Pages