Abraham Lioui
Professor, Head of faculty - Data Science, Economics & Finance
EDHEC-Risk Climate Impact Institute Affiliate Member
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)
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
Money Illusion and TIPS Demand
Journal of Money, Credit and Banking, Volume 55, February 2023, Pages 171 - 214
Chasing the ESG factor
Journal of Banking and Finance, Volume 139, April 2022, Pages 1 - 24
Sustainable Investing with ESG Rating Uncertainty
Journal of Financial Economics, January 2021, Pages 1 - 63
Sustainable investing with ESG rating uncertainty
Journal of Financial Economics, Volume 145, August 2022, Pages 642 - 664
Sustainable investing with ESG rating uncertainty
Journal of Financial Economics, Volume 145, August 2022, Pages 642 - 664
Derniers articles EDHEC Vox
Comparing ESG ratings for better decisions
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Abraham Lioui , Professor, Head of faculty - Data Science, Economics & Finance
The necessary but complex question of ESG ratings
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Abraham Lioui , Professor, Head of faculty - Data Science, Economics & Finance