Mazin Am Al Janabi

Mazin Am Al Janabi

Tecnológico de Monterrey - Monterrey / Mexico
Business & Management / Business Administration
AD Scientific Index ID: 801919
person_outline Mazin Am Al Janabi's MOST POPULAR ARTICLES
1-) An empirical investigation of the informational efficiency of the GCC equity markets: evidence from bootstrap simulation International Review of Financial Analysis 19 (1), 47-54, 2010
2-) Multivariate dependence and portfolio optimization algorithms under illiquid market scenarios European Journal of Operational Research 259 (3), 1121-1131, 2017
3-) Global financial crisis and dependence risk analysis of sector portfolios: a vine copula approach Applied Economics 49 (25), 2409-2427, 2017
4-) Optimal and coherent economic-capital structures: evidence from long and short-sales trading positions under illiquid market perspectives Annals of Operations Research 205 (1), 109-139, 2013
5-) Liquidity-adjusted value-at-risk optimization of a multi-asset portfolio using a vine copula approach Physica A: Statistical Mechanics and its Applications 536, 122579, 2019