Similar Search Results

Fixed-income portfolio management in crisis period: Expected tail loss (ETL) approach

Mili, Mehdi - Institut für Weltwirtschaft (IfW) - 2012

The purpose of this study is to develop an efficient strategy for managing fixed-income portfolios in crisis periods. We use the volatility ratio model of Briere and Szafarz (2008) and the Expected Tail Loss (ETL) approach of Litzenberger and Modest (2008). Our methodology is applied to U.S. and...

Persistent link: https://www.econbiz.de/10010956076

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/10009920579

Does corporate governance affect financial analysts' stock recommendations, target prices accuracy and earnings forecast characteristics? : an empirical investigation of US compani...

Bouteska, Ahmed; Mili, Mehdi - In: Empirical economics : a quarterly journal of the … 63 (2022) 4, pp. 2125-2171

Persistent link: https://www.econbiz.de/10013440466

Women's leadership impact on risks and financial performance in banking : evidence from the Southeast Asian countries

Bouteska, Ahmed; Mili, Mehdi - In: Journal of management & governance 26 (2022) 4, pp. 1213-1244

Persistent link: https://www.econbiz.de/10013445471

The role of investor sentiment and valuation uncertainty in the changes around analyst recommendations : evidence from U.S. firms

Bouteska, Ahmed; Mili, Mehdi - In: The journal of behavioral finance : a publication of … 24 (2023) 1, pp. 73-96

Persistent link: https://www.econbiz.de/10013547860

Does corporate governance quality improve credit ratings of financial institutions? : evidence from ownership and board structure

Mili, Mehdi; Alaali, Yusuf - In: Corporate governance : international journal of … 23 (2023) 4, pp. 867-887

Persistent link: https://www.econbiz.de/10014299493

Forecasting nonlinear dependency between cryptocurrencies and foreign exchange markets using dynamic copula : evidence from GAS models

Mili, Mehdi; Bouteska, Ahmed - In: The journal of risk finance : JRF 24 (2023) 4, pp. 464-482

Persistent link: https://www.econbiz.de/10014338629

The asymmetric effect of COVID-19 on investor sentiment : evidence from NARDL model

Mili, Mehdi; Al Amoodi, Asma Yahiya; Bawazir, Hana - In: Review of behavioral finance : RBF 16 (2024) 1, pp. 60-84

Persistent link: https://www.econbiz.de/10014471751

Blockchain in Real Estate : Theoretical Advances and New Empirical Applications

Jreisat, Ammar (ed.); Mili, Mehdi (ed.) - 2024

Chapter 1: Blockchain Technology in Real Estate: Potential Future and Challenges -- Chapter 2: How Blockchain Technology is Transforming the Real Estate Market? -- Chapter 3: Blockchain, Asset Management and Real Estate Funds -- Chapter 4: Blockchain in Commercial Real Estate -- Chapter 5: A...

Persistent link: https://www.econbiz.de/10014463086

Moral hazard and risk-taking incentives in Islamic banks, does franchise value matter!

Mili, Mehdi; Abid, Sami - In: International Journal of Islamic and Middle Eastern … 10 (2017) 1, pp. 42-59

Purpose This paper aims to examine risk-taking in Islamic banks by exploring moral hazard and owner/manager agency problems simultaneously. Design/methodology/approach The authors propose to estimate a model of bank risk-taking that includes both franchise value and ownership structure as...

Persistent link: https://www.econbiz.de/10014827026