| An empirical investigation of the informational efficiency of the GCC equity markets: evidence from bootstrap simulation MAM Al Janabi, A Hatemi-J, M Irandoust International Review of Financial Analysis 19 (1), 47-54, 2010 | 152 | 2010 |
| Multivariate dependence and portfolio optimization algorithms under illiquid market scenarios MAM Al Janabi, JA Hernandez, T Berger, DK Nguyen European Journal of Operational Research 259 (3), 1121-1131, 2017 | 88 | 2017 |
| Optimal and coherent economic-capital structures: evidence from long and short-sales trading positions under illiquid market perspectives MAM Al Janabi Annals of Operations Research 205 (1), 109-139, 2013 | 83 | 2013 |
| Global financial crisis and dependence risk analysis of sector portfolios: a vine copula approach J Arreola Hernandez, S Hammoudeh, DK Nguyen, MAM Al Janabi, ... Applied Economics 49 (25), 2409-2427, 2017 | 74 | 2017 |
| Integrating liquidity risk factor into a parametric value at risk method MAM Al Janabi The Journal of Trading 3 (3), 76-87, 2008 | 72 | 2008 |
| Liquidity-adjusted value-at-risk optimization of a multi-asset portfolio using a vine copula approach MAM Al Janabi, R Ferrer, SJH Shahzad Physica A: Statistical Mechanics and its Applications 536, 122579, 2019 | 70 | 2019 |
| Optimal Commodity Asset Allocation with a Coherent Market Risk Modeling MAM Al Janabi Review of Financial Economics 21 (3), 131-140, 2012 | 65 | 2012 |
| Optimal and investable portfolios: An empirical analysis with scenario optimization algorithms under crisis market prospects MAM Al Janabi Economic Modelling 40, 369-381, 2014 | 63 | 2014 |
| A generalized theoretical modelling approach for the assessment of economic-capital under asset market liquidity risk constraints MAM Al Janabi The Service Industries Journal 31 (13), 2193-2221, 2011 | 56 | 2011 |
| Pricing of time-varying illiquidity within the Eurozone: Evidence using a Markov switching liquidity-adjusted capital asset pricing model S Grillini, A Ozkan, A Sharma, MAM Al Janabi International Review of Financial Analysis 64, 145-158, 2019 | 52 | 2019 |
| Forecasting of dependence, market, and investment risks of a global index portfolio J Arreola Hernandez, MAM Al Janabi Journal of Forecasting 39 (3), 512-532, 2020 | 50 | 2020 |
| Multivariate portfolio optimization under illiquid market prospects: a review of theoretical algorithms and practical techniques for liquidity risk management MAM Al Janabi Journal of Modelling in Management 16 (1), 288-309, 2021 | 48 | 2021 |
| Time lag dependence, cross-correlation and risk analysis of US energy and non-energy stock portfolios J Arreola Hernandez, MAM Al Janabi, S Hammoudeh, D Khuong Nguyen Journal of Asset Management 16 (7), 467-483, 2015 | 48 | 2015 |
| Leveraging random forest in micro‐enterprises credit risk modelling for accuracy and interpretability MS Uddin, G Chi, MAM Al Janabi, T Habib International Journal of Finance & Economics 27 (3), 3713-3729, 2022 | 46 | 2022 |
| Measuring market and credit risk under Solvency II: Evaluation of the standard technique versus internal models for stock and bond markets S Asadi, MAM Al Janabi European Actuarial Journal 10 (2), 425-456, 2020 | 43 | 2020 |
| Foreign‐exchange trading risk management with value at risk: Case analysis of the Moroccan market MAM Al Janabi The Journal of Risk Finance 7 (3), 273-291, 2006 | 42 | 2006 |
| Commodity price risk management: Valuation of large trading portfolios under adverse and illiquid market settings MAM Al Janabi Journal of Derivatives & Hedge Funds 15, 15-50, 2009 | 41 | 2009 |
| Is optimum always optimal? A revisit of the mean‐variance method under nonlinear measures of dependence and non‐normal liquidity constraints MAM Al Janabi Journal of Forecasting 40 (3), 387-415, 2021 | 40 | 2021 |
| Equity trading risk management: the case of Casablanca stock exchange MAM Al Janabi International Journal of Risk Assessment and Management 7 (4), 535-568, 2007 | 36 | 2007 |
| Modeling time-varying volatility and expected returns: Evidence from the GCC and MENA regions MAM Al Janabi, A Hatemi-J, M Irandoust Emerging Markets Finance and Trade 46 (5), 39-47, 2010 | 35 | 2010 |
Duc Khuong NguyenEMLV Business School, Paris La Défense, France在 devinci.fr 的电子邮件经过验证
