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subject:"Wirtschaftswissenschaft"
type_genre:"Collection of articles written by one author"
~person:"Lioui, Abraham"
~subject:"Portfolio selection"
~subject:"Theory"
~type_genre:"Article in journal"
~type_genre:"Reprint"
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Wirtschaftswissenschaft
Portfolio selection
Theory
Theorie
29
Portfolio-Management
15
Hedging
10
CAPM
9
Derivat
8
Derivative
8
Capital income
4
Exchange rate risk
4
Kapitaleinkommen
4
Risikoprämie
4
Risk premium
4
Währungsrisiko
4
Allgemeines Gleichgewicht
3
Dynamic asset allocation
3
General equilibrium
3
Interest rate risk
3
Portfolio choice
3
Zinsrisiko
3
Currency derivative
2
Dividend
2
Dividende
2
Finance
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Forecasting model
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Interest rate derivative
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Yield curve
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Zinsderivat
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Collection of articles written by one author
Article in journal
Reprint
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29
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6
Graue Literatur
6
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6
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English
29
Author
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Lioui, Abraham
Beladi, Hamid
162
Pestieau, Pierre
159
Güth, Werner
155
Creedy, John
150
Phillips, Peter C. B.
143
Lai, Ching-chong
140
Nijkamp, Peter
133
Thisse, Jacques-François
133
Turnovsky, Stephen J.
126
Tirole, Jean
124
Marjit, Sugata
120
Cremer, Helmuth
119
Broll, Udo
118
Frey, Bruno S.
116
Färe, Rolf
116
Long, Ngo Van
116
Mukherjee, Arijit
116
Acemoglu, Daron
115
Lambertini, Luca
113
Jarrow, Robert A.
106
Laporte, Gilbert
106
Cheng, T. C. E.
102
Laffont, Jean-Jacques
102
Tsionas, Efthymios G.
102
Stiglitz, Joseph E.
101
Devereux, Michael B.
99
Gersbach, Hans
98
Kumbhakar, Subal
98
Miceli, Thomas J.
98
Shogren, Jason F.
98
Buchanan, James M.
97
Quiggin, John C.
96
Franses, Philip Hans
94
Gupta, Rangan
93
Lien, Da-hsiang Donald
93
Michel, Philippe
93
Sappington, David Edward Michael
93
Chao, Chi-Chur
92
Andersen, Torben M.
90
Bossert, Walter
90
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Journal of economic dynamics & control
7
The journal of futures markets
5
European journal of operational research : EJOR
4
Journal of banking & finance
4
Journal of international money and finance
2
Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
1
Economics letters
1
Finance : revue de l'Association Française de Finance
1
Financial analysts' journal : FAJ
1
Journal of financial economics
1
Review of derivatives research
1
Special issue on insurance and financial risk management
1
The Geneva papers on risk and insurance theory
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ECONIS (ZBW)
29
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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
Money and asset prices in a production economy
Lioui, Abraham
;
Poncet, Patrice
- In:
Finance : revue de l'Association Française de Finance
31
(
2010
)
2
,
pp. 7-49
Persistent link: https://www.econbiz.de/10008771753
Saved in:
10
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:
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