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Financial Modeling of the Equity Market : From CAPM to Cointegration
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Financial Modeling of the Equity Market : From CAPM to Cointegration (2006)Financial Modeling of the Equity Market :…Proceedings of the 3rd Czech-China Scientific Conference 2017 (2017)Proceedings of the 3rd Czech-…A Signal Processing Perspective on Financial Engineering (2016)A Signal Processing Perspecti…Simulating the market coefficient of relative risk aversion (2014)Simulating the market coeffic…International diversification among Islamic investments: is there any benefit (2014)International diversification…The equity premium: A puzzle (1985)Expected stock returns and volatility (1987)Tests for Parameter Instability and Structural Change With Unknown Change Point (1993)How much are you Willing to Pay to Play the Saint Petersburg Gamble (2015)Funciones de utilidad y estimación de la aversión al riesgo (2017)Random Risk Appetite (2018)Common risk factors in the returns on stocks and bonds (1993)Generalized impulse response analysis in linear multivariate models (1998)Extreme Correlation of International Equity Markets (2001)Further evidence on international Islamic and conventional portfolios diversification under regime switching (2016)Co-movements and diversification opportunities among Dow Jones Islamic indexes (2019)Analysis of the frequency dynamics of spillovers and connectedness among Islamic and conventional banks and their determinants: evidence from Gulf Cooperative Council (GCC) markets (2022)The Pricing of Options and Corporate Liabilities (1973)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Optimization Methods for Financial Index Tracking: From Theory to Practice (2018)Optimal Mean-Reverting Portfolio With Leverage Constraint for Statistical Arbitrage in Finance (2019)Reinforcement Learning for Portfolio Management (2019)Theory of Rational Option Pricing (1973)Option pricing when underlying stock returns are discontinuous (1976)Options, Futures and Other Derivatives (2003)
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  • 2016A Signal Processing Perspective on Financial Engineering59 cited
  • 2014International diversification among Islamic investments: is there any benefit23 cited
  • 2014Simulating the market coefficient of relative risk aversion7 cited
  • 2017Proceedings of the 3rd Czech-China Scientific Conference 20171 cited

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