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type:"article"
~person:"Lioui, Abraham"
~person:"Post, Thierry"
~subject:"Kapitaleinkommen"
~subject:"Theory"
~subject:"USA"
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Lioui, Abraham
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Fabozzi, Frank J.
76
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33
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5
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4
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The journal of futures markets
3
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31
Bernoulli speculator and trading strategy risk
Lioui, Abraham
;
Poncet, Patrice
- In:
The journal of futures markets
20
(
2000
)
6
,
pp. 507-523
Persistent link: https://www.econbiz.de/10001509969
Saved in:
32
Optimal spreading when spreading is optimal
Lioui, Abraham
- In:
Journal of economic dynamics & control
23
(
1998
)
2
,
pp. 277-301
Persistent link: https://www.econbiz.de/10001252613
Saved in:
33
Marketing-to-market and the demand for interest rate futures contracts
Lioui, Abraham
- In:
The journal of futures markets
17
(
1997
)
3
,
pp. 303-316
Persistent link: https://www.econbiz.de/10001221316
Saved in:
34
Optimal dynamic hedging in incomplete futures markets
Lioui, Abraham
- In:
The Geneva papers on risk and insurance theory
21
(
1996
)
1
,
pp. 103-122
Persistent link: https://www.econbiz.de/10001334890
Saved in:
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