Fathi Abid

Available identifiers

Publication	Date of Publication	Type
A methodology to estimate the optimal debt ratio when asset returns, and default probability follow stochastic processes	2023-07-21	Paper
Time-Frequency Wavelet Analysis of Stock-Market Co-Movement Between and Within Geographic Trading Blocs	2020-12-09	Paper
Capital adequacy and risk management in banking industry	2019-03-15	Paper
An application of stochastic control theory to a bank portfolio choice problem	2018-05-08	Paper
Should Americans invest internationally? Mean–variance portfolios optimization and stochastic dominance approaches	2014-08-22	Paper
Selecting the best forecasting-implied volatility model using genetic programming	2009-11-23	Paper
Multi-stage IT project evaluation: The flexibility value obtained by implementing and resolving Berk, Green and Naik (2004) model	2009-10-09	Paper
THE IMPACT OF STOCK RETURNS VOLATILITY ON CREDIT DEFAULT SWAP RATES: A COPULA STUDY	2006-10-16	Paper
THE DETERMINANTS OF CREDIT DEFAULT SWAP RATES: AN EXPLANATORY STUDY	2006-04-06	Paper

No records found.

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Fathi Abid