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subject:"Wirtschaftswissenschaft"
type_genre:"Collection of articles written by one author"
~person:"Lioui, Abraham"
~subject:"Portfolio selection"
~subject:"Risikoprämie"
~type_genre:"Article in journal"
~type_genre:"Reprint"
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Wirtschaftswissenschaft
Portfolio selection
Risikoprämie
Theorie
29
Theory
29
Portfolio-Management
15
Hedging
10
CAPM
9
Derivat
8
Derivative
8
Capital income
4
Exchange rate risk
4
Kapitaleinkommen
4
Risk premium
4
Währungsrisiko
4
Allgemeines Gleichgewicht
3
Dynamic asset allocation
3
General equilibrium
3
Interest rate risk
3
Portfolio choice
3
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2
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Risk aversion
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Yield curve
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Zinsderivat
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Collection of articles written by one author
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19
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6
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6
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English
19
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Lioui, Abraham
Fabozzi, Frank J.
45
Korn, Ralf
29
Escobar, Marcos
26
Wong, Wing Keung
26
Li, Duan
25
Gollier, Christian
24
Zagst, Rudi
21
Levy, Haim
20
Markowitz, Harry
20
Prigent, Jean-Luc
20
Jarrow, Robert A.
19
Forsyth, Peter A.
17
Wang, Ruodu
17
Wong, Hoi Ying
17
Zhou, Guofu
17
Eeckhoudt, Louis R.
16
Platen, Eckhard
16
Post, Thierry
16
Gouriéroux, Christian
15
Li, Zhongfei
15
Yao, Haixiang
15
Chen, Zhiping
14
Cui, Xiangyu
14
Cvitanić, Jakša
14
Guidolin, Massimo
14
Lien, Da-hsiang Donald
14
Račev, Svetlozar T.
14
Rüschendorf, Ludger
14
Vanduffel, Steven
14
Branger, Nicole
13
Kraft, Holger
13
Kwon, Roy H.
13
Liang, Zongxia
13
Lo, Andrew W.
13
Pedersen, Lasse Heje
13
Sass, Jörn
13
Satchell, Stephen
13
Siu, Tak Kuen
13
Young, Virginia R.
13
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Journal of economic dynamics & control
6
European journal of operational research : EJOR
4
Journal of banking & finance
3
The journal of futures markets
3
Financial analysts' journal : FAJ
1
Journal of financial economics
1
Special issue on insurance and financial risk management
1
The Geneva papers on risk and insurance theory
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ECONIS (ZBW)
19
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1
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19
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1
Sustainable investing with ESG rating uncertainty
Avramov, Doron
;
Cheng, Si
;
Lioui, Abraham
;
Tarelli, Andrea
- In:
Journal of financial economics
145
(
2022
)
2,2
,
pp. 642-664
Persistent link: https://www.econbiz.de/10013474428
Saved in:
2
Factor investing for the long run
Lioui, Abraham
;
Tarelli, Andrea
- In:
Journal of economic dynamics & control
117
(
2020
),
pp. 1-31
Persistent link: https://www.econbiz.de/10012503351
Saved in:
3
Long horizon predictability : an asset allocation perspective
Lioui, Abraham
;
Poncet, Patrice
- In:
European journal of operational research : EJOR
278
(
2019
)
3
,
pp. 961-975
Persistent link: https://www.econbiz.de/10012102524
Saved in:
4
Macroeconomic environment, money demand and portfolio choice
Lioui, Abraham
;
Tarelli, Andrea
- In:
European journal of operational research : EJOR
274
(
2019
)
1
,
pp. 357-374
Persistent link: https://www.econbiz.de/10011990075
Saved in:
5
Understanding dynamic mean variance asset allocation
Lioui, Abraham
;
Poncet, Patrice
- In:
European journal of operational research : EJOR
254
(
2016
)
1
,
pp. 320-337
Persistent link: https://www.econbiz.de/10011503312
Saved in:
6
Time consistent vs. time inconsistent dynamic asset allocation : some utility cost calculations for mean variance preferences
Lioui, Abraham
- In:
Journal of economic dynamics & control
37
(
2013
)
5
,
pp. 1066-1096
Persistent link: https://www.econbiz.de/10009738267
Saved in:
7
Optimal benchmarking for active portfolio managers
Lioui, Abraham
;
Poncet, Patrice
- In:
European journal of operational research : EJOR
226
(
2013
)
2
,
pp. 268-276
Persistent link: https://www.econbiz.de/10009718922
Saved in:
8
Practitioner portfolio construction and performance measurement : evidence from Europe
Amenc, Noël
;
Goltz, Felix
;
Lioui, Abraham
- In:
Financial analysts' journal : FAJ
67
(
2011
)
3
,
pp. 39-50
Persistent link: https://www.econbiz.de/10009228990
Saved in:
9
The asset allocation puzzle is still a puzzle
Lioui, Abraham
- In:
Journal of economic dynamics & control
31
(
2007
)
4
,
pp. 1185-1216
Persistent link: https://www.econbiz.de/10003443369
Saved in:
10
General equilibrium pricing of CPI derivatives
Lioui, Abraham
;
Poncet, Patrice
- In:
Journal of banking & finance
29
(
2005
)
5
,
pp. 1265-1294
Persistent link: https://www.econbiz.de/10002628958
Saved in:
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