Mazin A. M. Al Janabi - Publications, H-index & Citations

Mazin A. M. Al Janabi

Tecnologico de Monterrey

20H指数

125论文数

1.1K被引数

收录论文 8

发表时间

Modeling credit risk with a multi-stage hybrid model: An alternative statistical approach

JOURNAL OF FORECASTING

IF2.7

2022-05-17

OAAI

Uddin, Mohammad Shamsu; Chi, Guotai; Al Janabi, Mazin A. M.; Habib, Tabassum; Yuan, Kunpeng

Is optimum always optimal? A revisit of the mean-variance method under nonlinear measures of dependence and non-normal liquidity constraints

JOURNAL OF FORECASTING

IF2.7

2020-07-26

PREAI

Al Janabi, Mazin A. M.

Forecasting of dependence, market, and investment risks of a global index portfolio 预测全球指数投资组合的依赖性、市场和投资风险

JOURNAL OF FORECASTING

IF2.7

2020-01-07

PREAI

Hernandez, Jose Arreola; Al Janabi, Mazin A. M.

Pricing of time-varying illiquidity within the Eurozone: Evidence using a Markov switching liquidity-adjusted capital asset pricing model

INTERNATIONAL REVIEW OF FINANCIAL ANALYSIS

IF9.8

2019-07-01

OAAI

Grillini, Stefano; Ozkan, Aydin; Sharma, Abhijit; Al Janabi, Mazin A. M.

Multivariate dependence and portfolio optimization algorithms under illiquid market scenarios

EUROPEAN JOURNAL OF OPERATIONAL RESEARCH

IF6

2017-06-01

OAAI

Al Janabi, Mazin A. M.; Hernandez, Jose Arreola; Berger, Theo; Duc Khuong Nguyen

Optimal and investable portfolios: An empirical analysis with scenario optimization algorithms under crisis market prospects

ECONOMIC MODELLING

IF4.7

2014-06-01

PREAI

Al Janabi, Mazin A. M.

Optimal and coherent economic-capital structures: evidence from long and short-sales trading positions under illiquid market perspectives

ANNALS OF OPERATIONS RESEARCH

IF4.5

2012-02-24

PREAI

Al Janabi, Mazin A. M.

A generalized theoretical modelling approach for the assessment of economic-capital under asset market liquidity risk constraints

SERVICE INDUSTRIES JOURNAL

IF7.4

2011-10-01

PREAI

Al Janabi, Mazin A. M.

研究方向