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type_genre:"Biographie"
type_genre:"Sammelwerk"
~person:"Lioui, Abraham"
~subject:"Portfolio selection"
~subject:"Share price"
~type_genre:"Aufsatz in Zeitschrift"
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Lioui, Abraham
Fabozzi, Frank J.
60
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31
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29
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26
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26
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25
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ECONIS (ZBW)
16
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1
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10
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16
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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
Factor investing for the long run
Lioui, Abraham
;
Tarelli, Andrea
- In:
Journal of economic dynamics & control
117
(
2020
),
pp. 1-31
Persistent link: https://www.econbiz.de/10012503351
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
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:
5
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:
6
Time consistent vs. time inconsistent dynamic asset allocation : some utility cost calculations for mean variance preferences
Lioui, Abraham
- In:
Journal of economic dynamics & control
37
(
2013
)
5
,
pp. 1066-1096
Persistent link: https://www.econbiz.de/10009738267
Saved in:
7
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:
8
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:
9
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:
10
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:
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