LIOUI Abraham, PHD

Professeur, Co-Directeur Chaire de Recherche Scientific Beta Advanced Factor & ESG Investing

Discipline : Finance
Expertise : Théorie de l'évaluation du portefeuille et de l'actif, produits dérivés et gestion des risques

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

Principales contributions académiques

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 à télécharger

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CV - Abraham LIOUI, PhD...
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Publications EDHEC

Journal of Financial and Quantitative Analysis, Volume 49, Issue 2, April 2014, pp483-511.
Chapter: A Paradox of the Mean Variance Setting for the Long Term Investor. Ed. SPRINGER
Chapter: Regulation, Regulatory Uncertainty and the Stock Market: The Case of Short Sale Bans. Ed. ELSEVIER
Ed. OXFORD UNIVERSITY PRESS

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