//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"Derivat"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: person:"Lioui, Abraham"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Derivat
Theorie
47
Theory
47
Portfolio selection
31
Portfolio-Management
31
CAPM
23
Capital income
14
Kapitaleinkommen
14
Hedging
13
Corporate Social Responsibility
10
Corporate social responsibility
10
Risiko
10
Risk
10
Derivative
9
Risikoprämie
9
Risk premium
9
Börsenkurs
8
Interest rate risk
8
Share price
8
Nachhaltige Kapitalanlage
7
Sustainable investment
7
Zinsrisiko
6
Disaster
5
Exchange rate risk
5
Financial investment
5
Kapitalanlage
5
Katastrophe
5
Risk aversion
5
Welt
5
World
5
Währungsrisiko
5
Allgemeines Gleichgewicht
4
Climate change
4
Dynamic asset allocation
4
Dynamische Optimierung
4
General equilibrium
4
Klimawandel
4
Leerverkauf
4
Risikoaversion
4
Short selling
4
more ...
less ...
Online availability
All
Free
1
Type of publication
All
Article
8
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
8
Aufsatz in Zeitschrift
8
Arbeitspapier
1
Graue Literatur
1
Non-commercial literature
1
Working Paper
1
Language
All
English
9
Author
All
Lioui, Abraham
9
Poncet, Patrice
8
Nguyen, Pascal
1
Institution
All
Universiṭat Bar-Ilan / Department of Economics
1
Published in...
All
The journal of futures markets
3
Journal of banking & finance
2
Journal of economic dynamics & control
2
Department working papers / Bar-Ilan University, Department of Economics
1
Special issue on insurance and financial risk management
1
The Geneva papers on risk and insurance theory
1
Source
All
ECONIS (ZBW)
9
Showing
1
-
9
of
9
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Dynamic asset pricing with non-redundant forwards
Lioui, Abraham
(
contributor
);
Poncet, Patrice
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001675750
Saved in:
2
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:
3
Dynamic asset pricing with non-redundant forwards
Lioui, Abraham
;
Poncet, Patrice
- In:
Journal of economic dynamics & control
27
(
2003
)
7
,
pp. 1163-1180
Persistent link: https://www.econbiz.de/10001736089
Saved in:
4
General equilibrium pricing of nonredundant forward contracts
Lioui, Abraham
;
Poncet, Patrice
- In:
The journal of futures markets
23
(
2003
)
9
,
pp. 817-840
Persistent link: https://www.econbiz.de/10001789579
Saved in:
5
Mean-variance efficiency of the market portfolio and futures trading
Lioui, Abraham
;
Poncet, Patrice
- In:
The journal of futures markets
21
(
2001
)
4
,
pp. 329-346
Persistent link: https://www.econbiz.de/10001567419
Saved in:
6
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:
7
Currency risk hedging : futures vs. forward
Lioui, Abraham
- In:
Journal of banking & finance
22
(
1998
)
1
,
pp. 61-81
Persistent link: https://www.econbiz.de/10001236710
Saved in:
8
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:
9
Optimal hedging in a dynamic futures market with a nonnegativity constraint on wealth
Lioui, Abraham
- In:
Journal of economic dynamics & control
20
(
1996
)
6
,
pp. 1101-1113
Persistent link: https://www.econbiz.de/10001200764
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->