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~isPartOf:"European journal of operational research : EJOR"
~isPartOf:"Journal of financial economics"
~isPartOf:"Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques"
~language:"eng"
~person:"Bouveret, Antoine"
~person:"Boyd, Roy"
~person:"Koehl, Pierre-François"
~person:"Lioui, Abraham"
~type_genre:"Article in journal"
~type_genre:"Government document"
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Bouveret, Antoine
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Laporte, Gilbert
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European journal of operational research : EJOR
Journal of financial economics
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
Journal of economic dynamics & control
8
Série des documents de travail / Centre de Recherche en Économie et Statistique
8
Journal of banking & finance
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The journal of futures markets
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2
Journal of international money and finance
2
Journal of mathematical economics
2
Review of derivatives research
2
The Geneva papers on risk and insurance theory
2
Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
1
Economic & financial modelling : a journal of the European Economics and Financial Centre
1
Economic notes : economic review of Banca Monte dei Paschi di Siena
1
Energy sources
1
Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists
1
Finance : revue de l'Association Française de Finance
1
Financial analysts' journal : FAJ
1
International economic review
1
International journal of global energy issues : IJGEI
1
International review of law and economics
1
Journal of economic development
1
Journal of policy modeling : JPMOD ; a social science forum of world issues
1
Journal of regulatory economics
1
Journal of risk and uncertainty : JRU
1
Journal of securities operations & custody
1
Journal of world trade : law, economic policy, public policy
1
Special issue on insurance and financial risk management
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Technical bulletin / United States Department of Agriculture, Economic Research Service
1
The European journal of finance
1
The journal of risk and insurance : the journal of the American Risk and Insurance Association
1
The review of economics and statistics
1
The review of regional studies : a joint publ. of the Southern Regional Science Association and the School of Business, University of Alabama in Birmingham
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The southern business & economic journal
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ECONIS (ZBW)
12
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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
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:
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
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:
5
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:
6
Sublinear price functionals under portfolio constraints
Koehl, Pierre-François
;
Pham, Huyên
-
1997
Persistent link: https://www.econbiz.de/10000980276
Saved in:
7
Pricing of non-redundant derivatives in a complete market
Bizid, Abdelhamid
;
Jouini, Elyès
;
Koehl, Pierre-François
-
1997
Persistent link: https://www.econbiz.de/10000980446
Saved in:
8
Optimal investment with taxes : an optimal control problem with endogenous delay
Jouini, Elyès
;
Koehl, Pierre-François
;
Touzi, Nizar
-
1997
Persistent link: https://www.econbiz.de/10000980449
Saved in:
9
Pricing in incomplete markets : an equilibrium approach
Bizid, Abdelhamid
;
Jouini, Elyès
;
Koehl, Pierre-François
-
1997
Persistent link: https://www.econbiz.de/10000980452
Saved in:
10
Multiple risks and asymmetric information
Koehl, Pierre-François
;
Villeneuve, Bertrand
-
1996
Persistent link: https://www.econbiz.de/10000952932
Saved in:
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