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Lioui, Abraham
27
Poncet, Patrice
19
Ballet, Jerome
2
Bazin, Damien
2
Touahri, David
2
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1
Amenc, Noël
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1
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1
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Journal of economic dynamics & control
6
The journal of futures markets
5
Journal of banking & finance
4
Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
3
Economics letters
3
Finance : revue de l'Association Française de Finance
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Banque : revue mensuelle du banquier, de son personnel et de sa clientèle
1
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OLC EcoSci
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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/10005878979
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2
General equilibrium real and nominal interest rates
Lioui, Abraham
;
Poncet, Patrice
- In:
Journal of banking & finance
28
(
2004
)
7
,
pp. 1569-1596
Persistent link: https://www.econbiz.de/10005883856
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3
International asset allocation: A new perspective
Lioui, Abraham
;
Poncet, Patrice
- In:
Journal of banking & finance
27
(
2003
)
11
,
pp. 2203
Persistent link: https://www.econbiz.de/10005885901
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4
Optimal currency risk hedging
Lioui, Abraham
;
Poncet, Patrice
- In:
Journal of international money and finance
21
(
2002
)
2
,
pp. 241-264
Persistent link: https://www.econbiz.de/10006896991
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5
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/10006764315
Saved in:
6
Optimal hedging in a dynamic futures market with a nonnegativity constraint on wealth
Lioui, Abraham
;
Poncet, Patrice
- In:
Journal of economic dynamics & control
20
(
1996
)
6-7
,
pp. 1101-1114
Persistent link: https://www.econbiz.de/10006796895
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7
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/10006821668
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8
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/10006834064
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9
Bernoulli Speculator and Trading Strategy Risk
Lioui, Abraham
;
Poncet, Patrice
- In:
The journal of futures markets
20
(
2000
)
6
,
pp. 507-524
Persistent link: https://www.econbiz.de/10006837507
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10
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/10010063430
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