Optimal benchmarking for active portfolio managers. - Abraham Lioui; Patrice Poncet (Eur. J. Oper. Res., 2013)

Understanding dynamic mean variance asset allocation. - Abraham Lioui; Patrice Poncet (Eur. J. Oper. Res., 2016)

Long horizon predictability: An asset allocation perspective. - Abraham Lioui; Patrice Poncet (Eur. J. Oper. Res., 2019)

Macroeconomic environment, money demand and portfolio choice. - Abraham Lioui; Andrea Tarelli (Eur. J. Oper. Res., 2019)

Dynamic ESG Equilibrium. - Doron Avramov; Abraham Lioui; Yang Liu; Andrea Tarelli (Manag. Sci., 2025)