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Fixed-income portfolio management in crisis period : Expected Tail Loss (ETL) approach

Mili, Mehdi; M'Hamdi, Yosro; Khalfallah, Moez; Teulon, … - In: Revue Gestion 2000 : management & prospective 31 (2014) 1/2, pp. 223-240

Persistent link: https://www.econbiz.de/10010474405

Compétitivité et rentabilité des banques islamiques

Mili, Mehdi; Ben Krir, Maroua; Teulon, Frédéric - In: Revue Gestion 2000 : management & prospective 31 (2014) 4, pp. 91-109

Persistent link: https://www.econbiz.de/10010485755

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

A fuzzy analytic hierarchy process model for customers’ bank selection decision in the Kingdom of Bahrain

Al-Shammari, Minwir; Mili, Mehdi - In: Operational research : an international journal 21 (2021) 3, pp. 1429-1446

Persistent link: https://www.econbiz.de/10012621579

New Methods in Fixed Income Modeling : Fixed Income Modeling

Mili, Mehdi (ed.); Samaniego Medina, Reyes (ed.); … - 2018

This book presents new approaches to fixed income modeling and portfolio management techniques. Taking into account the latest mathematical and econometric developments in finance, it analyzes the hedging securities and structured instruments that are offered by banks, since recent research in...