Abraham Lioui

Professor

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: ESG, Climate Finance, Portfolio and Asset Pricing Theory, Derivatives and Risk Management

Bio

Abraham Lioui is Professor of Finance at the EDHEC Business School, France. His research interests focus on portfolio theory, dynamic asset allocation, pricing and hedging of derivatives, asset pricing theory, monetary policy and asset pricing. His articles are published in journals including Journal of Financial Economics, Management Science, Journal of Financial and Quantitative Analysis, Journal of Money Credit and Banking and many others.

Publications of Abraham Lioui

17.03.2026 - EDHEC publication

(Newsletter #25) Why is it so difficult to make data speak?

Philippe du Jardin, Michelle Sisto, Loick Menvielle, Arnaud Dufays, Luc Bauwens, Abraham Lioui, Pascale Taddei Valenza, Alena Kostyk, Lionel Martellini
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EDHEC VOX, March 2026


12.02.2026 - EDHEC publication

Estimated, not reported: the hidden weakness in (most) climate finance data

Abraham Lioui
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EDHEC VOX, February 2026


01.04.2025 - Article in a peer reviewed journal

Dynamic ESG Equilibrium

Abraham Lioui
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Management Science, Volume 71, April 2025, Pages 2867 - 2889


01.02.2023 - Article in a peer reviewed journal

Money Illusion and TIPS Demand

Abraham Lioui
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Journal of Money, Credit and Banking, Volume 55, February 2023, Pages 171 - 214


30.03.2022 - Article in a peer reviewed journal

Chasing the ESG factor

Abraham Lioui, Andrea Tarelli
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Journal of Banking and Finance, Volume 139, April 2022, Pages 1 - 24


Derniers articles EDHEC Vox

(Newsletter #25) Why is it so difficult to make data speak?

  • Manuela Rodriguez , Virbac CSR Director
  • Luc Bauwens , UCLouvain
  • Arnaud Dufays , Associate Professor
  • Pascale Taddei Valenza , Associate Professor, Deputy Head of faculty - Accounting, Control and Law
  • Michelle Sisto , Associate Professor
  • Loick Menvielle , Professor, Management in Innovative Health Chair Director
  • Lionel Martellini , Professor
  • Abraham Lioui , Professor
  • Philippe du Jardin , Professor
  • Alena Kostyk , Associate Professor