Abraham Lioui

Professor, Head of faculty - Data Science, Economics & Finance

EDHEC-Scientific Beta Chair on Advanced ESG and Climate Investing Research Associate

Main contributions

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)

Discipline: Finance
Faculty: Data Science, Economics & Finance
Expertise: Portfolio and Asset Pricing Theory, Derivatives and Risk Management

Publications of Abraham Lioui

30.03.2022 - Article in a peer reviewed journal

Chasing the ESG factor

Abraham Lioui, Andrea Tarelli
|

Journal of Banking and Finance, Volume 139, April 2022, Pages 1 - 24


01.10.2021 - Article in a peer reviewed journal

Sustainable Investing with ESG Rating Uncertainty

Abraham Lioui, Avramov Doron, Cheng Si, Tarelli Andrea
|

Journal of Financial Economics, January 2021, Pages 1 - 63


25.07.2021 - Article in a peer reviewed journal

Sustainable investing with ESG rating uncertainty

Abraham Lioui, Doron Avramov, Andrea Tarelli, Si Cheng
|

Journal of Financial Economics, Volume 145, August 2022, Pages 642 - 664


25.07.2021 - Article in a peer reviewed journal

Sustainable investing with ESG rating uncertainty

Abraham Lioui, Avramov Doron, Tarelli Andrea, Cheng Si
|

Journal of Financial Economics, Volume 145, August 2022, Pages 642 - 664


01.09.2020 - Article in a peer reviewed journal

Factor Investing for the Long Run

Abraham Lioui, Tarelli Andrea
|

Journal of Economic Dynamics and Control, Volume 117, August 2020, Pages 1 - 31



Derniers articles EDHEC Vox

16.11.2022

Comparing ESG ratings for better decisions

  • Abraham Lioui , Professor, Head of faculty - Data Science, Economics & Finance
27.01.2020

The necessary but complex question of ESG ratings

  • Abraham Lioui , Professor, Head of faculty - Data Science, Economics & Finance