//--> //--> //--> //-->
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
~person:"Lioui, Abraham"
~subject:"Dividende"
~subject:"Portfolio selection"
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
Sequential matching estimation...
Similar by subject
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Dividende
Portfolio selection
Theorie
47
Theory
47
Portfolio-Management
27
CAPM
18
Hedging
12
Derivat
9
Derivative
9
Risikoprämie
7
Risk premium
7
Capital income
5
Exchange rate risk
5
Kapitaleinkommen
5
Währungsrisiko
5
Allgemeines Gleichgewicht
4
Financial investment
4
General equilibrium
4
Interest rate risk
4
Kapitalanlage
4
Risiko
4
Risk
4
Zinsrisiko
4
Agency theory
3
Börsenkurs
3
Dynamic asset allocation
3
Dynamic programming
3
Dynamische Optimierung
3
Futures
3
Portfolio choice
3
Prinzipal-Agent-Theorie
3
Risikoaversion
3
Risk aversion
3
Share price
3
Benchmarking
2
Capital-Asset-Pricing-Modell
2
Corporate Social Responsibility
2
Corporate social responsibility
2
Currency derivative
2
Dividend
2
more ...
less ...
Online availability
All
Undetermined
6
Free
5
Type of publication
All
Article
17
Book / Working Paper
12
Type of publication (narrower categories)
All
Article in journal
17
Aufsatz in Zeitschrift
17
Arbeitspapier
3
Graue Literatur
3
Non-commercial literature
3
Working Paper
3
Bibliografie enthalten
1
Bibliography included
1
more ...
less ...
Language
All
English
29
Author
All
Lioui, Abraham
Fabozzi, Frank J.
130
Maurer, Raimond
78
Platen, Eckhard
55
Gollier, Christian
49
Korn, Ralf
46
Campbell, John Y.
44
Uppal, Raman
44
Ang, Andrew
43
Mitchell, Olivia S.
42
Guidolin, Massimo
39
Li, Duan
39
Markowitz, Harry
38
Satchell, Stephen
38
Post, Thierry
36
Lee, Cheng F.
34
Lo, Andrew W.
34
Vanduffel, Steven
34
Prigent, Jean-Luc
33
Schenk-Hoppé, Klaus Reiner
33
Escobar, Marcos
32
Lucas, André
32
Viceira, Luis M.
32
Levy, Haim
31
Başak, Suleyman
30
Wong, Wing Keung
30
Zagst, Rudi
30
Hens, Thorsten
29
Kraft, Holger
29
Bodie, Zvi
28
Pedersen, Lasse Heje
28
Račev, Svetlozar T.
28
Schmid, Wolfgang
28
Timmermann, Allan
28
Wong, Hoi Ying
28
Kane, Alex
27
Sass, Jörn
27
Shleifer, Andrei
27
Wang, Ruodu
27
Allen, Franklin
26
more ...
less ...
Published in...
All
Journal of economic dynamics & control
5
European journal of operational research : EJOR
4
The journal of futures markets
4
Discussion paper
3
Discussion paper / Bar-Ilan University, Department of Economics, Economics Research Institute / Bar-Ilan University, Department of Economics and Business Administration, Economic Research Institute
3
Financial analysts' journal : FAJ
1
Journal of financial economics
1
Review of derivatives research
1
Special issue on insurance and financial risk management
1
SpringerLink / Bücher
1
The Geneva papers on risk and insurance theory
1
more ...
less ...
Source
All
ECONIS (ZBW)
29
Showing
1
-
10
of
29
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Black-Scholes-Merton revisited under stochastic dividend yields
Lioui, Abraham
- In:
The journal of futures markets
26
(
2006
)
7
,
pp. 703-732
Persistent link: https://www.econbiz.de/10003331430
Saved in:
2
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:
3
Stochastic dividend yields and derivatives pricing in complete markets
Lioui, Abraham
- In:
Review of derivatives research
8
(
2005
)
3
,
pp. 151-175
Persistent link: https://www.econbiz.de/10003408019
Saved in:
4
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:
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
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:
7
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:
8
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:
9
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:
10
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:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->