Fathi Abid

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
A methodology to estimate the optimal debt ratio when asset returns, and default probability follow stochastic processes Journal of Industrial and Management Optimization	2023-07-21	Paper
Time-frequency wavelet analysis of stock-market co-movement between and within geographic trading blocs Handbook of Financial Econometrics, Mathematics, Statistics, and Machine Learning	2020-12-09	Paper
Capital adequacy and risk management in banking industry Applied Stochastic Models in Business and Industry	2019-03-15	Paper
An application of stochastic control theory to a bank portfolio choice problem Statistics and Its Interface	2018-05-08	Paper
Should Americans invest internationally? Mean-variance portfolios optimization and stochastic dominance approaches Risk and Decision Analysis	2014-08-22	Paper
Selecting the best forecasting-implied volatility model using genetic programming Journal of Applied Mathematics and Decision Sciences	2009-11-23	Paper
Multi-stage IT project evaluation: The flexibility value obtained by implementing and resolving Berk, Green and Naik (2004) model Journal of Computational and Applied Mathematics	2009-10-09	Paper
THE IMPACT OF STOCK RETURNS VOLATILITY ON CREDIT DEFAULT SWAP RATES: A COPULA STUDY International Journal of Theoretical and Applied Finance	2006-10-16	Paper
THE DETERMINANTS OF CREDIT DEFAULT SWAP RATES: AN EXPLANATORY STUDY International Journal of Theoretical and Applied Finance	2006-04-06	Paper

Research outcomes over time

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