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~person:"Lioui, Abraham"
~subject:"Capital-Asset-Pricing-Modell"
~subject:"Portfolio selection"
~subject:"Share price"
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27
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Lioui, Abraham
Fabozzi, Frank J.
133
Maurer, Raimond
79
Campbell, John Y.
73
Platen, Eckhard
63
Gupta, Rangan
61
Hautsch, Nikolaus
56
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54
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53
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52
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51
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51
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49
Lo, Andrew W.
47
Guidolin, Massimo
46
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46
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46
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45
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44
Engle, Robert F.
43
He, Xue-zhong
42
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42
Markowitz, Harry
41
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41
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41
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40
Li, Duan
40
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38
Levy, Haim
38
Lucas, André
38
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38
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37
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37
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37
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36
Post, Thierry
36
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36
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34
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34
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34
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ECONIS (ZBW)
29
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1
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:
2
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:
3
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:
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
On optimal portfolio choice under stochastic interest rates
Lioui, Abraham
;
Poncet, Patrice
- In:
Journal of economic dynamics & control
25
(
2001
)
11
,
pp. 1841-1865
Persistent link: https://www.econbiz.de/10001599261
Saved in:
6
International asset allocation : a new perspective
Lioui, Abraham
;
Poncet, Patrice
- In:
Journal of banking & finance
27
(
2003
)
11
,
pp. 2203-2230
Persistent link: https://www.econbiz.de/10001798817
Saved in:
7
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:
8
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:
9
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:
10
How much should you pay your portfolio manager?
Lioui, Abraham
-
1995
Persistent link: https://www.econbiz.de/10000931720
Saved in:
1
2
3
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