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Portfolio selection in a data-rich environment
Bouaddi, Mohammed; Taamouti, Abderrahim - In: Journal of economic dynamics & control 37 (2013) 12, pp. 2943-2962
Persistent link: https://www.econbiz.de/10010348093
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Moments of multivariate regime switching with application to risk-return trade-off
Taamouti, Abderrahim - In: Journal of empirical finance 19 (2012) 2, pp. 292-308
Persistent link: https://www.econbiz.de/10009615702
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Financial centers and portfolio performance : evidence from an emerging market
Farooq, Omar; Bouaddi, Mohammed; Ahmed, Neveen - In: The journal of applied business research 29 (2013) 6, pp. 1815-1823
Persistent link: https://www.econbiz.de/10010229469
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Equity premia and state-dependent risks
Bouaddi, Mohammed; Larocque, Denis; Normandin, Michel - In: International review of economics & finance : IREF 38 (2015), pp. 393-409
Persistent link: https://www.econbiz.de/10011572388
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Revisiting equity premium puzzles in a data-rich environment
Douch, Mohamed; Bouaddi, Mohammed - In: Applied economics quarterly 65 (2019) 4, pp. 257-275
Persistent link: https://www.econbiz.de/10012432446
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Estimating sentiment and risk in a consumption model : a factor analysis approach
Bouaddi, Mohammed; Kakeu, Johnson - In: Macroeconomic dynamics 28 (2024) 1, pp. 249-275
Persistent link: https://www.econbiz.de/10014465391
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Rational distorted beliefs investor : which risk matters?
Bouaddi, Mohammed; Moutanabbir, Khouzeima - In: Finance research letters 51 (2023), pp. 1-8
Persistent link: https://www.econbiz.de/10014289016
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Systematic extreme potential gain and loss spillover across countries
Bouaddi, Mohammed; Moutanabbir, Khouzeima - In: Risk management : an international journal 24 (2022) 4, pp. 327-366
Persistent link: https://www.econbiz.de/10013464190
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Economic policy uncertainty and active management : evidence from SRI funds
Ahmed, Neveen; Tanos, Barbara Abou; Farooq, Omar; … - In: Finance research letters 79 (2025), pp. 1-10
Persistent link: https://www.econbiz.de/10015421248
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Parametric portfolio policies with common volatility dynamics
Ergemen, Yunus Emre; Taamouti, Abderrahim - 2015
Persistent link: https://www.econbiz.de/10011327704