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Scenario optimization technique for the assessment of downside-risk and investable portfolios in post-financial crisis
Janabi, Mazin A. M. al - In: International journal of financial engineering 2 (2015) 3, pp. 1-28
Persistent link: https://www.econbiz.de/10011403192
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Risk management in trading and investment portfolios : an optimisation algorithm for maximum risk-budgeting threshold
Janabi, Mazin A. M. al - In: Journal of emerging market finance 11 (2012) 2, pp. 189-229
Persistent link: https://www.econbiz.de/10009752878
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Optimal and investable portfolios : an empirical analysis with scenario optimization algorithms under crisis market prospects
Janabi, Mazin A. M. al - In: Economic modelling 40 (2014), pp. 369-381
Persistent link: https://www.econbiz.de/10010425591
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Modeling coherent trading risk parameters under illiquid market perspective
Janabi, Mazin A. M. al - In: Studies in economics and finance 28 (2011) 4, pp. 301-320
Persistent link: https://www.econbiz.de/10009388603