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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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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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A practical approach to market risk analysis and control : empirical test of the Mexican foreign exchange and stock markets
Al Janabi, Mazin A. M. - In: International journal of risk assessment and management … 9 (2008) 1/2, pp. 70-103
Persistent link: https://www.econbiz.de/10003741202
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Optimal commodity asset allocation with a coherent market risk modeling
Al Janabi, Marzim A. M. - In: Review of financial economics : RFE 21 (2012) 3, pp. 131-140
Persistent link: https://www.econbiz.de/10009703027
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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
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Practical financial optimization : decision making for financial engineers
Zenios, Stavros Andrea; Zenios, Stauros Andrea - 2007 - 1. publ.
Persistent link: https://www.econbiz.de/10002795544
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Robustness in the optimization of risk measures
Embrechts, Paul; Schied, Alexander; Wang, Ruodu - In: Operations research 70 (2022) 1, pp. 95-110
Persistent link: https://www.econbiz.de/10012820643
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Optimal and coherent economic-capital structures : evidence from long and short-sales trading positions under illiquid market perspectives
Janabi, Mazin A. M. al - In: Operations research models in banking management, (pp. 109-139). 2013
Persistent link: https://www.econbiz.de/10009739302
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Systemic risk-driven portfolio selection
Capponi, Agostino; Rubtsov, Alexey - In: Operations research 70 (2022) 3, pp. 1598-1612
Persistent link: https://www.econbiz.de/10013366163