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Portfolios resampling and international diversification : a non-parametric stochastic dominance approach

Mroua, Mourad; Abid, Fathi; Wong, Wing Keung - In: Journal of business and finance 2 (2014) 1, pp. 1-20

This paper examines the impact of estimation errors on the financial portfolios optimization processes and investigates the controversy problem of the international and domestic optimal diversification strategies choice from an American investor’s point of view. We introduce the concept of...

Persistent link: https://www.econbiz.de/10010476364

A methodology to estimate the interest rate yield curve in illiquid market : the Tunisian case

Chakroun, Fatma; Abid, Fathi - In: Journal of emerging market finance 13 (2014) 3, pp. 305-333

Persistent link: https://www.econbiz.de/10010492027

Regime-switching behaviour in the conditional volatility of MENA stock market returns

Bahloul, Slah; Abid, Fathi - In: Journal of emerging market finance 13 (2014) 3, pp. 253-278

Persistent link: https://www.econbiz.de/10010492033

Optimal diversification, stochastic dominance, and sampling error

Mroua, Mourad; Abid, Fathi; Wong, Wing Keung - In: American journal of business : applying research to … 32 (2017) 1, pp. 48-79

Persistent link: https://www.econbiz.de/10011799619

Asymmetric effects, conditional volatility, inter-influences, and predictability in Asian stock markets

Abid, Fathi; Mikhail, Azmi D. - In: Global economy quarterly 1 (2000) 3, pp. 245-266

Persistent link: https://www.econbiz.de/10001613378

Predicting corporate financial distress : a new neural networks approach

Abid, Fathi; Zouari, Anis - In: Finance India : the quarterly journal of Indian … 16 (2002) 2, pp. 601-612

Persistent link: https://www.econbiz.de/10001706240

Linkages between, and contagion in, Asian stock and foreign exchange markets (September 1989 - October 1999)

Abid, Fathi; Aoua, Najoua; Mikhail, Azmi D. - In: Finance India : the quarterly journal of Indian … 17 (2003) 4, pp. 1311-1343

Persistent link: https://www.econbiz.de/10002389723

Optimal hedge ratios estimates : static vs dynamic hedging

Mili, Mehdi; Abid, Fathi - In: Finance India : the quarterly journal of Indian … 18 (2004), pp. 655-670

Persistent link: https://www.econbiz.de/10002453554

Predicting corporate financial distress : a new neural networks approach

Abid, Fathi; Zouari, Anis - In: Finance India : the quarterly journal of Indian … 16 (2002) 2, pp. 601-612

Persistent link: https://www.econbiz.de/10009920484

Linkages between, and contagion in, Asian stock and foreign exchange markets (September 1989 - October 1999)

Abid, Fathi; Aoua, Najoua; Mikhail, Azmi D. - In: Finance India : the quarterly journal of Indian … 17 (2003) 4, pp. 1311-1343

Persistent link: https://www.econbiz.de/10009920570