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Safety-first portfolio optimization for US investors in emerging global, Asian and Latin America markets

Haque, Mahfuzul; Hassan, M. Kabir; Varela, Oscar - In: Pacific-Basin finance journal 12 (2004) 1, pp. 91-116

Persistent link: https://www.econbiz.de/10001867207

Safety-first and extreme value bilateral US-Mexican portfolio optimization around the peso crisis and NAFTA in 1994

Haque, Mahfuzul; Varela, Oscar; Hassan, M. Kabir - In: The quarterly review of economics and finance : journal … 47 (2007) 3, pp. 449-469

Persistent link: https://www.econbiz.de/10003510395

Safety‐first portfolio optimization after September 11, 2001

Haque, Mahfuzul; Varela, Oscar - In: The Journal of Risk Finance 11 (2010) 1, pp. 20-61

Purpose – The purpose of this paper is to apply safety‐first portfolio principles in an environment where financial risk exists because of the probability of terrorist attacks, where the catastrophic events of September 11, 2001 (911) are the focal point of the analysis....

Persistent link: https://www.econbiz.de/10014901524

Safety-first portfolio optimization after September 11, 2001

Haque, Mahfuzul; Varela, Oscar - In: Journal of risk finance : the convergence of financial … 11 (2010) 1, pp. 20-61

Persistent link: https://www.econbiz.de/10003937697

US-Thailand bilateral safety-first portfolio optimisation around the 1997 Asian financial crisis

Haque, Mahfuzul; Varela, Oscar - In: Journal of emerging market finance 9 (2010) 2, pp. 171-197

Persistent link: https://www.econbiz.de/10008905122

Stability, volatility, risk premiums, and predictability in Latin American emerging stock markets

Haque, Mahfuzul; Hassan, M. Kabir - In: Quarterly journal of business and economics : QJBE 40 (2001) 3/4, pp. 23-44

Persistent link: https://www.econbiz.de/10001764350

Stability, predictability and volatility of Asian emerging stock markets

Haque, Mahfuzul; Hassan, M. Kabir; Zaher, Tarek S. - In: Indian journal of economics & business : IJEB 3 (2004) 1, pp. 121-146

Persistent link: https://www.econbiz.de/10002166704

An empirical examination of stability, predictability and volatility of Middle Eastern and African emerging stock markets

Haque, Mahfuzul; Hassan, M. Kabir; Maroney, Neal; … - In: Review of Middle East economics and finance 2 (2004) 1, pp. 19-42

Persistent link: https://www.econbiz.de/10002080392

Ownership and performance in Chinese manufacturing industry

Wei, Zuobao; Varela, Oscar; Hassan, M. Kabir - In: Journal of multinational financial management 12 (2002) 1, pp. 61-78

Persistent link: https://www.econbiz.de/10001646019

International country risk guide's country risk ratings and emerging markets' performance in Latin America

Hassan, M. Kabir; Varela, Oscar; El-Sady, Hassan Mounir - In: Journal of emerging markets 8 (2003) 3, pp. 16-26

Persistent link: https://www.econbiz.de/10002006905