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Assessing downside and upside risk spillovers across conventional and socially responsible stock markets

Ben Ameur, Hachmi; Jawadi, Fredj; Jawadi, Nabila; … - In: Economic modelling 88 (2020), pp. 200-210

Persistent link: https://www.econbiz.de/10012417068

GARCH models with CPPI application

Ameur, Hachmi Ben - In: Nonlinear modeling of economic and financial time-series, (pp. 187-205). 2010

Persistent link: https://www.econbiz.de/10008857806

Optimal portfolio positioning on multiple assets under ambiguity

Ben Ameur, Hachmi; Abbes, Mouna Boujelbène; Prigent, … - In: Computational economics 56 (2020) 1, pp. 21-57

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Do green investments improve portfolio diversification? : evidence from mean conditional value-at-risk optimization

Ben Ameur, Hachmi; Ftiti, Zied; Louhichi, Waël; … - In: International review of financial analysis 94 (2024), pp. 1-19

Persistent link: https://www.econbiz.de/10014543934

Crises and Uncertainty in the Economy

Ben Ameur, Hachmi (ed.); Ftiti, Zied (ed.); … - 2022

1. Covid-19: What Determines Policy Responses Across Europe? -- 2. Financial Integration And Labor Mobility In A Monetary Union -- 3. Macroeconomic-Financial Policies And Climate Change Nexus: Theory & Practices -- 4. Exchange Market Volatility Spillover In Time Of Crisis: Evidence From A Smooth...

Persistent link: https://www.econbiz.de/10013503483

CPPI method with a conditional floor

Ameur, Hachmi Ben; Prigent, Jean-Luc - In: International journal of business 16 (2011) 3, pp. 218-230

Persistent link: https://www.econbiz.de/10009307957

Economic policy uncertainty and dynamic correlations in energy markets : assessment and solutions

Wang, Xiong; Li, Jingyao; Ren, Xiaohang; Bu, Ruijun; … - In: Energy economics 117 (2023), pp. 1-17

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Are hedge fund clones attractive financial products for investors?

Jawadi, Fredj; Khanniche, Sabrina - In: Applied economics letters 19 (2012) 7/9, pp. 739-743

Persistent link: https://www.econbiz.de/10009630976

Modeling hedge fund exposure to risk factors

Jawadi, Fredj; Khanniche, Sabrina - In: Economic modelling 29 (2012) 4, pp. 1003-1018

Persistent link: https://www.econbiz.de/10009667457

Equity prices and fundamentals : a DDM-APT mixed approach

Jawadi, Fredj; Prat, Georges - 2015

Persistent link: https://www.econbiz.de/10011300871