LIOUI Abraham, PHD

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 : [email protected]

Main academic publications

Journal of Banking and Finance (1998 ; 2003 ; 2004 ; 2022), Journal of Financial Economics (2021), European Journal of Operational Research (2013 ; 2016 ; 2019), Journal of Financial Markets (2019), Journal of Financial and Quantitative Analysis (2014), 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 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

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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