LIOUI Abraham, PHD

Head of Data Science, Economics and Finance Faculty - 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 ; 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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Publications edhec

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...
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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