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Optimal portfolio positioning on multiple assets under ambiguity
Ben Ameur, Hachmi; Abbes, Mouna Boujelbène; Prigent, … - In: Computational economics 56 (2020) 1, pp. 21-57
Persistent link: https://www.econbiz.de/10012272015
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Does the equity premium puzzle persist during financial crisis? : the case of the French equity market
Bellelah, M. A.; Bellelah, M. O.; Ben Ameur, Hachmi; … - In: Research in international business and finance 39 (2017), pp. 851-866
Persistent link: https://www.econbiz.de/10011912395
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Modeling international stock price comovements with high-frequency data
Ben Ameur, Hachmi; Jawadi, Fredj; Louhichi, Wael; … - In: Macroeconomic dynamics 22 (2018) 7, pp. 1875-1903
Persistent link: https://www.econbiz.de/10011918211
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Volatility transmission to the fine wine market
Ben Ameur, Hachmi; Le Fur, Eric - In: Economic modelling 85 (2020), pp. 307-316
Persistent link: https://www.econbiz.de/10012210659
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Modeling time-varying beta in a sustainable stock market with a three-regime threshold GARCH model
Jawadi, Fredj; Louhichi, Wael; Cheffou, Abdoulkarim Idi; … - In: Decision making and risk/return optimization in …, (pp. 275-295). 2019
Persistent link: https://www.econbiz.de/10012134816
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On oil-US exchange rate volatility relationships : an intradaily analysis
Jawadi, Fredj; Louhichi, Waël; Ben Ameur, Hachmi - 2017
Persistent link: https://www.econbiz.de/10011738106
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Measurement errors in stock markets
Ben Ameur, Hachmi; Cheffou, Abdoulkarim Idi; Louhichi, Wael - In: Risk management decisions and wealth management in …, (pp. 287-306). 2018
Persistent link: https://www.econbiz.de/10011871635
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When did global warming start? : a new baseline for carbon budgeting
Ben Ameur, Hachmi; Han, Xuyuan; Liu, Zhenya; Peillex, … - In: Economic modelling 116 (2022), pp. 1-12
Persistent link: https://www.econbiz.de/10014513235
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Revisiting capital flow drivers : regional dynamics, constraints, and geopolitical influences
Ftiti, Zied; Ben Ameur, Hachmi; Louhichi, Wael; … - In: Journal of international money and finance 142 (2024), pp. 1-21
Persistent link: https://www.econbiz.de/10014549852
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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