Zobrazeno 1 - 10
of 19
pro vyhledávání: '"Noureddine Kouaissah"'
Autor:
Noureddine Kouaissah
Publikováno v:
The Quarterly Review of Economics and Finance. 88:53-62
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::209b89a7733ada6c83f12b6d7fe1d4f5
https://doi.org/10.1016/j.qref.2022.12.003
https://doi.org/10.1016/j.qref.2022.12.003
Publikováno v:
International Journal of Green Energy. 20:640-655
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::5019407cba952cd70483218aff0d6603
https://doi.org/10.1080/15435075.2022.2080502
https://doi.org/10.1080/15435075.2022.2080502
Publikováno v:
Computational Economics. 60:833-859
This paper investigates the implications for portfolio theory of using multivariate semiparametric estimators and a copula-based approach, especially when the number of risky assets becomes substantial. Parametric, nonparametric, and semiparametric r
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::811deed62c4496b9f9b3a7a002aef8d1
https://doi.org/10.1007/s10614-021-10167-w
https://doi.org/10.1007/s10614-021-10167-w
Autor:
Noureddine Kouaissah
Publikováno v:
The Quarterly Review of Economics and Finance. 80:480-493
In this paper, we develop a portfolio optimization methodology that significantly improves upon conventional portfolio selection problems. In particular, we propose a two-step optimization problem where we first select the efficient assets based on a
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::391942ca471ca385abce0f09b111220e
https://doi.org/10.1016/j.qref.2021.03.015
https://doi.org/10.1016/j.qref.2021.03.015
Autor:
Noureddine Kouaissah, Amine Hocine
Publikováno v:
Journal of Forecasting. 40:708-729
This paper proposes and implements methods for determining whether incorporating technical trading rules accurately forecasts systemic risk and improves the performance of out‐of‐sample portfolios. The proposed methodology considers various tradi
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::d9235d6896bb6f906878c35fb0dec5cf
https://doi.org/10.1002/for.2741
https://doi.org/10.1002/for.2741
Publikováno v:
European Journal of Operational Research. 285:642-654
This paper proposes a novel weighted-additive fuzzy multi-choice goal programming (WA-FMCGP) model for the imprecise decision context wherein several conflicting goals are present but each goal has multiple-choice aspiration levels (MCALs) and, aroun
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::692f518a4fcdf4045bb95e2a1f337721
https://doi.org/10.1016/j.ejor.2020.02.009
https://doi.org/10.1016/j.ejor.2020.02.009
Publikováno v:
Environmental and Ecological Statistics. 27:527-547
Optimizing sustainable renewable energy portfolios is one of the most complicated decision making problems in energy policy planning. This process involves meeting the decision maker’s preferences, which can be uncertain, while considering several
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::128bd3d470e63fccb367474fff66a634
https://doi.org/10.1007/s10651-020-00457-1
https://doi.org/10.1007/s10651-020-00457-1
Autor:
Amin Hocine, Noureddine Kouaissah
Publikováno v:
Expert Systems with Applications. 207:118044
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::2dfaa949cd64fca5c8320b6514e63a57
https://doi.org/10.1016/j.eswa.2022.118044
https://doi.org/10.1016/j.eswa.2022.118044
Publikováno v:
Finance Research Letters
Finance Research Letters, Elsevier, 2021, pp.102363. ⟨10.1016/j.frl.2021.102363⟩
Finance Research Letters, Elsevier, 2021, pp.102363. ⟨10.1016/j.frl.2021.102363⟩
This paper investigates volatility spillovers between energy and stock markets during periods of crises. Our main findings reveal that transmissions of volatilities among these markets during the Covid-19 pandemic crisis exceeded the ones recorded th
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::f78aa8720dad04ce8174bd13a2e05585
https://halshs.archives-ouvertes.fr/halshs-03541653
https://halshs.archives-ouvertes.fr/halshs-03541653
