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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
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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
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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
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Spillover effects of counter-cyclical market regulation : evidence from the 2008 ban on short sales
Lioui, Abraham - In: The journal of alternative investments 13 (2010/11) 3, pp. 53-66
Persistent link: https://www.econbiz.de/10008839721
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A paradox of the mean variance setting for the long term investor
Lioui, Abraham - In: Models and methods in economics and management science …, (pp. 75-93). 2014
Persistent link: https://www.econbiz.de/10011551843
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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
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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
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How much should you pay your portfolio manager?
Lioui, Abraham - 1995
Persistent link: https://www.econbiz.de/10000931720
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A new approach to the agency relationship in portfolio delegation
Lioui, Abraham - 1995
Persistent link: https://www.econbiz.de/10000931723
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Managing with or without a manager?
Lioui, Abraham - 1995
Persistent link: https://www.econbiz.de/10000931727