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Markowitz diversification and the foreign exchange rate exposure of banks

Azar, Samih Antoine - In: Banking and finance letters : BFL 2 (2010) 1, pp. 229-239

Persistent link: https://www.econbiz.de/10009007834

US stocks and the US dollar

Azar, Samih Antoine - In: International journal of financial research 4 (2013) 4, pp. 91-106

Persistent link: https://www.econbiz.de/10010206630

Measuring relative risk aversion

Azar, Samih Antoine - In: Applied financial economics letters 2 (2006) 5, pp. 341-345

Persistent link: https://www.econbiz.de/10003369905

The relation of the US dollar with oil prices, gold prices, and the US stock market

Azar, Samih Antoine - In: Research in world economy 6 (2015) 1, pp. 159-171

Persistent link: https://www.econbiz.de/10011415600

Bank capital adequacy for average market financial risk

Azar, Samih Antoine - In: The empirical economics letters : a monthly … 14 (2015) 6, pp. 631-635

Persistent link: https://www.econbiz.de/10011419189

Oil as an investment asset : Lebanon's experience

Azar, Samih Antoine - In: The empirical economics letters : a monthly … 15 (2016) 6, pp. 594-600

Persistent link: https://www.econbiz.de/10011655885

Beating the market index

Azar, Samih Antoine - In: The empirical economics letters : a monthly … 17 (2018) 12, pp. 1433-1440

Persistent link: https://www.econbiz.de/10012006975

The standalone and the portfolio risk of the Rogers energy commodity index

Azar, Samih Antoine - In: Theoretical economics letters 9 (2019) 4, pp. 675-690

Persistent link: https://www.econbiz.de/10012022949

Simulating the market coefficient of relative risk aversion

Azar, Samih Antoine; Karaguezian-Haddad, Vera - In: Cogent economics & finance 2 (2014) 1, pp. 1-7

In this paper, expected utility, defined by a Taylor series expansion around expected wealth, is maximized. The coefficient of relative risk aversion (CRRA) that is commensurate with a 100% investment in the risky asset is simulated. The following parameters are varied: the riskless return, the...

Persistent link: https://www.econbiz.de/10010490408

Commodity indexes and the stock markets of the GCC countries

Azar, Samih Antoine; Chopurian, Nazo Assadour - In: Arab economic and business journal 13 (2018) 2, pp. 134-142

Much research is devoted to the study of the effect of oil on GCC markets. The link is evident, although waning. Little is known about the effect of other commodities, maybe because intuitively they are thought not to impact significantly these markets. However a finding of independence, or...

Persistent link: https://www.econbiz.de/10011956237