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...
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Publications edhec

We look at the impact of the ban on broad market indices in the US and in Europe (the United Kingdom, France...
We first show that monetary certainty is a sufficient condition for an interest rate smoothing rule to be...
According to recently published data (for the United States in particular), a large majority of short...
Relying on a general version of the standard Real Business Cycle model with cash and credit goods, we find that the factors determining the...

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