Zobrazeno 1 - 10
of 23
pro vyhledávání: '"Ghizlane Lakhnati"'
Publikováno v:
Scientific African, Vol 17, Iss , Pp e01321- (2022)
In this paper, we make an original contribution by identifying the impact of COVID-19 on Moroccan sectoral stocks indices. For this purpose, we collected data of 22 sectors from the Casablanca stock exchange from January 2017 to December 2021 and inv
Externí odkaz:
https://doaj.org/article/f00ef1c709e34eeca0464ecd3c252056
Autor:
Mustapha Ammari, Ghizlane Lakhnati
Publikováno v:
International Journal of Economics and Financial Issues, Vol 7, Iss 3, Pp 779-785 (2017)
The Basel Committee offers banks the opportunity to estimate Loss Given Default (LGD) if they wish to calculate their own value for the capital required to cover credit losses. The flexibility to determine LGD values tailored to a bank’s portfolio
Externí odkaz:
https://doaj.org/article/ac774091e6054e139e8cf506bcf18db9
Autor:
Mustapha Ammari, Ghizlane Lakhnati
Publikováno v:
International Journal of Economics and Financial Issues, Vol 7, Iss 2, Pp 415-425 (2017)
The asset correlation is a key regulatory parameter in the calculation of the capital charge for credit risk under the second Baselagreement. This parameter has been set in a uniform manner for all banking institutions wishing to integrate the Baself
Externí odkaz:
https://doaj.org/article/2711a7afbec545689616e016b2cad3f5
Publikováno v:
Computational Economics. 59:527-547
In practice, risk forecasts are obtained by risk measures based on a given probability measure on a measurable space. In our study, we consider the probability measures as alternative scenarios, which refer to, for instance, different distribution as
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::5342306423f71d1dd6841f892c88c531
https://doi.org/10.1007/s10614-021-10093-x
https://doi.org/10.1007/s10614-021-10093-x
Publikováno v:
Asian Journal of Economics and Empirical Research. 8:17-26
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::4db618363bea00eced824d46c1968f52
https://doi.org/10.20448/journal.501.2021.81.17.26
https://doi.org/10.20448/journal.501.2021.81.17.26
Autor:
Mohammed Berkhouch, Ghizlane Lakhnati
Spectral risk measures are defined as the most attractive subclass of coherent quantile-based risk measures, with a remarkable aptitude for concretizing the decision-maker's subjective attitude toward risk. This chapter raises the problem of underrep
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::524c1362c28b578e77befc95282d4da5
https://doi.org/10.4018/978-1-7998-5083-0.ch018
https://doi.org/10.4018/978-1-7998-5083-0.ch018
Publikováno v:
Asia-Pacific Financial Markets. 25:249-265
This paper evaluates and compares the performance of three-asset pricing models—the capital asset pricing model of Sharpe (J Finance 19:425–442, 1964), the three-factor model of Fama and French (J Financ Econ 33:3–56, 1993), and the five-factor
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::231f9a9a573466585365c64f30807075
https://doi.org/10.1007/s10690-018-9247-4
https://doi.org/10.1007/s10690-018-9247-4
Publikováno v:
International Journal of Innovation Science. 10:385-412
Purpose In the presence of a low rate of investment in research and development in the fish industry, the Moroccan government launched in 2009 a new fisheries program which directs fish processing companies towards a non-price competitiveness strateg
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::4fe3568eadc71eda3bd23c0111acdbba
https://doi.org/10.1108/ijis-08-2017-0071
https://doi.org/10.1108/ijis-08-2017-0071
Publikováno v:
Technology and Investment. :11-32
In any industry today, the act of innovation becomes a necessity. However, the understanding of innovation remains partial by most major Moroccan food companies, which have poor evaluation of food products. In this context, we have chosen to evaluate
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::f6345242b7feea4d8cffd1fc25a5508c
https://doi.org/10.4236/ti.2017.81002
https://doi.org/10.4236/ti.2017.81002
Publikováno v:
SSRN Electronic Journal.
Risk assessment under different possible scenarios is a source of uncertainty that may lead to concerning financial losses. We address this issue, first, by adapting a robust framework to the class of spectral risk measures. Second, we propose a Devi
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::1309ea0f90996a91ab1af1dbe4dc0ebd
https://doi.org/10.2139/ssrn.3390654
https://doi.org/10.2139/ssrn.3390654