フォロー
Majeed Simaan, Ph.D., FRM
Majeed Simaan, Ph.D., FRM
確認したメール アドレス: stevens.edu - ホームページ
タイトル
引用先
引用先
Estimation error in mean returns and the mean-variance efficient frontier
M Simaan, Y Simaan, Y Tang
International Review of Economics & Finance 56, 109-124, 2018
262018
The risk of expected utility under parameter uncertainty
N Lassance, A Martín-Utrera, M Simaan
Management Science 70 (11), 7644-7663, 2024
22*2024
In search of return predictability: Application of machine learning algorithms in tactical allocation
K Boudt, M Cela, M Simaan
Machine Learning for Asset Management: New Developments and Financial …, 2020
21*2020
Filtering for risk assessment of interbank network
M Simaan, A Gupta, K Kar
European Journal of Operational Research 280 (1), 279-294, 2020
212020
Do we need higher-order comoments to enhance mean-variance portfolios? Evidence from a simplified jump process
K Khashanah, M Simaan, Y Simaan
International Review of Financial Analysis 81, 102068, 2022
15*2022
Estimation risk and the implicit value of index-tracking
B Clark, C Edirisinghe, M Simaan
Quantitative Finance 22 (2), 303-319, 2022
152022
A machine learning efficient frontier
B Clark, Z Feinstein, M Simaan
Operations Research Letters 48 (5), 630-634, 2020
142020
Pricing Model Complexity: The Case for Volatility-Managed Portfolios
BJ Clark, AR Siddique, M Simaan
Machine Learning and Data Sciences for Financial Markets: A Guide to …, 2021
13*2021
When positive sentiment is not so positive: Textual analytics and bank failures
A Gupta, M Simaan, MJ Zaki
SSRN, 2017
12*2017
Rational explanation for rule-of-thumb practices in asset allocation
M Simaan, Y Simaan
Quantitative Finance 19 (12), 2095-2109, 2019
112019
Pricing Banks: Risk and Return in an Opaque Industry
M Clark, Brian J. and Francis, Bill B. and Simaan
https://ssrn.com/abstract=3558546, 2022
6*2022
Buy the dip?
S Bonini, T Shohfi, M Simaan
European Financial Management 30 (4), 2033-2070, 2024
5*2024
Investigating bank failures using text mining
A Gupta, M Simaan, MJ Zaki
2016 IEEE Symposium Series on Computational Intelligence (SSCI), 1-8, 2016
52016
The Value of Data: Analyst Vs. Machine
S Bonini, T Shohfi, M Simaan, G Zhou
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3399746, 2023
4*2023
The economic value of mean squared error: Evidence from portfolio selection
Z Cai, Z Cui, N Lassance, M Simaan
Available at SSRN 4856139, 2024
32024
Partial index tracking enhanced mean–variance portfolio
Z Cai, Z Cui, M Simaan
International Journal of Finance & Economics, 2024
22024
Balancing returns and responsibility: Evidence from shrinkage-based portfolios
C Makridis, M Simaan
Available at SSRN 4597152, 2023
22023
Reproducible Research in Portfolio Selection
M Simaan
https://rpubs.com/simaan84/KWZ_port, 2022
22022
The opportunity cost of hedging under incomplete information: Evidence from ETF/Ns
Z Cui, M Simaan
Journal of Futures Markets 41 (11), 1775-1796, 2021
22021
Working with crsp/compustat in r: Reproducible empirical asset pricing
M Simaan
12021
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