Abraham Lioui

4 catalog papers. Identity-linked publications and additional name matches are distinguished below.

ORCID: 0000-0002-2870-8049

Department of Finance, EDHEC Business School, 06200 Nice, France

Publications

• Dynamic ESG Equilibrium — Management Science 2025
• Sustainable investing with ESG rating uncertainty — Journal of Financial Economics 2022
• Interest Rate Risk and the Cross Section of Stock Returns — Journal of Financial and Quantitative Analysis 2014
• The Minimum Variance Hedge Ratio Under Stochastic Interest Rates — Management Science 2000