Mazin A. M. Al Janabi

EGADE Business School, Tecnologico de Monterrey

Prof. Dr. Mazin A. M. Al Janabi / Full Professor of Finance & Banking and Financial Engineering

Av. Carlos Lazo 100 Col. Santa Fe, Del. Alvaro Obr

Mexico City, 01389

Mexico

EGADE Business School, Tecnologico de Monterrey

Prof. Dr. Mazin A. M. Al Janabi / Full Professor of Finance & Banking and Financial Engineering

Av. Eugenio Garza Sada #2501

Col. Tecnológico

Monterrey, Nuevo León 64849

Mexico

Economic Research Forum (ERF)

21 Al-Sad Al-Aaly St.

(P.O. Box: 12311)

Dokki, Cairo

Egypt

  • EGADE Business School, Tecnologico de Monterrey

  • EGADE Business School, Tecnologico de Monterrey

  • Economic Research Forum (ERF)

SCHOLARLY PAPERS

36

DOWNLOADS
Rank 40,456

SSRN RANKINGS

Top 40,456

in Total Papers Downloads

1,893

SSRN CITATIONS

6

CROSSREF CITATIONS

0

Scholarly Papers (36)

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1.

Asset Market Liquidity Risk Management: A Generalized Theoretical Modeling Approach for Trading and Fund Management Portfolios

Number of pages: 33 Posted: 19 Dec 2009 Last Revised: 26 Apr 2021
Mazin A. M. Al Janabi
EGADE Business School, Tecnologico de Monterrey
Downloads 232 (203,395)

Abstract:

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Economic Capital, Emerging Markets, Financial Engineering, Financial Risk Management, Financial Markets, Liquidity Risk, Portfolio Management, Liquidity Adjusted Value at Risk

2.

Financial Derivatives During the COVID-19 Health Crisis

Number of pages: 5 Posted: 14 Jun 2021
Mazin A. M. Al Janabi
EGADE Business School, Tecnologico de Monterrey
Downloads 178 (258,904)

Abstract:

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Emerging Markets, Derivative Products, Risk Management, COVID-19, COVID-19 Pandemic

3.

Asset Market Liquidity Risk Management Using Machine Learning Techniques

Number of pages: 4 Posted: 07 May 2021 Last Revised: 10 May 2021
Mazin A. M. Al Janabi
EGADE Business School, Tecnologico de Monterrey
Downloads 175 (262,710)

Abstract:

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Economic Capital, Emerging Markets, Financial Engineering, Financial Risk Management, Financial Markets, Liquidity Risk, Machine Learning, Portfolio Management, Liquidity Adjusted Value at Risk

4.

Los derivados financieros durante la crisis de Covid-19 (Financial Derivatives During the COVID-19 Health Crisis)

Number of pages: 5 Posted: 14 Jun 2021
Mazin A. M. Al Janabi
EGADE Business School, Tecnologico de Monterrey
Downloads 142 (312,579)

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Emerging Markets, Derivative Products, Risk Management, COVID-19, COVID-19 Pandemic

5.

Evaluation of Optimal and Coherent Risk-Capital Structures Under Adverse Market Outlooks

Downloads 73 (487,702)

Evaluation of Optimal and Coherent Risk-Capital Structures Under Adverse Market Outlooks

Number of pages: 15 Posted: 21 Oct 2010 Last Revised: 20 May 2021
Mazin A. M. Al Janabi
EGADE Business School, Tecnologico de Monterrey
Downloads 62 (539,188)

Abstract:

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Economic Capital, Emerging Markets, GCC Financial Markets, Liquidity-Adjusted Value at Risk, Liquidity Risk, Portfolio Management

Evaluation of Optimal and Coherent Risk-Capital Structures under Adverse Market Outlooks

Number of pages: 7 Posted: 18 May 2021
Mazin A. M. Al Janabi
EGADE Business School, Tecnologico de Monterrey
Downloads 11 (888,551)

Abstract:

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Emerging Markets, Financial Engineering, Financial Risk Management, GARCH-M Model, GCC Financial Markets, Liquidity Risk, Optimization, Portfolio Management, Sub-prime Crisis, Value-at-Risk

6.

Optimize your Investment Portfolio in Bearish Markets

Number of pages: 6 Posted: 10 May 2021
Mazin A. M. Al Janabi
EGADE Business School, Tecnologico de Monterrey
Downloads 71 (495,045)

Abstract:

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Emerging Markets, Liquidity-Adjusted Value at Risk, Liquidity Risk, Machine Learning, Portfolio Management, Risk Management

7.

La importancia de medir el riesgo de liquidez con aplicaciones inteligentes

Number of pages: 5 Posted: 06 May 2021
Mazin A. M. Al Janabi
EGADE Business School, Tecnologico de Monterrey
Downloads 70 (498,848)

Abstract:

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Emerging Markets, Liquidity-Adjusted Value at Risk, Liquidity Risk, Machine Learning, Portfolio Management, Risk Management

8.

Asset Allocation with Liquidity-Adjusted Market Risk Modeling: Empirical Relevance to Multiple-Asset Portfolios

Number of pages: 6 Posted: 19 May 2021 Last Revised: 20 May 2021
Mazin A. M. Al Janabi
EGADE Business School, Tecnologico de Monterrey
Downloads 65 (518,571)

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Emerging Markets, Financial Engineering, Financial Risk Management, GARCH-M Model, GCC Financial Markets, Liquidity Risk, Optimization, Portfolio Management, Sub-prime Crisis, Value-at-Risk

9.

Al invertir en mercados emergentes, evalúe los riesgos de liquidez (When Trading in Emerging Markets, Assess Liquidity Risks)

Number of pages: 6 Posted: 11 May 2021
Mazin A. M. Al Janabi
EGADE Business School, Tecnologico de Monterrey
Downloads 62 (531,090)

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Emerging Markets, Liquidity-Adjusted Value at Risk, Liquidity Risk, Machine Learning, Portfolio Management, Risk Management

10.

On the Assessment of Coherent Economic-Capital Structures

Third Research Symposium in Business and Economics, College of Business Administration, Abu Dhabi University, Abu Dhabi, UAE, February 17, 2011
Number of pages: 34 Posted: 05 Jan 2011 Last Revised: 26 Apr 2021
Mazin A. M. Al Janabi
EGADE Business School, Tecnologico de Monterrey
Downloads 52 (576,255)

Abstract:

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Economic Capital, Emerging Markets, GARCH, GCC Financial Markets, Liquidity-Adjusted Value at Risk, Liquidity Risk, Portfolio Management, Risk Management

11.

A Value-at-Risk Modeling Techniques to Computing Equity Trading Risk Exposure in Emerging Stock Markets

Number of pages: 7 Posted: 14 May 2021 Last Revised: 16 May 2021
Mazin A. M. Al Janabi
EGADE Business School, Tecnologico de Monterrey
Downloads 51 (581,161)

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emerging markets, financial engineering, financial risk management, financial markets, portfolio management, stress testing, Value-at-Risk

12.

The Importance of Measuring Liquidity Risk with Smart Financial Applications

Number of pages: 5 Posted: 10 May 2021
Mazin A. M. Al Janabi
EGADE Business School, Tecnologico de Monterrey
Downloads 50 (586,190)

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Emerging Markets, Liquidity-Adjusted Value at Risk, Liquidity Risk, Machine Learning, Portfolio Management, Risk Management

13.

Cómo Optimizar Tu Cartera De Inversión En Un Contexto De Desaceleración

Number of pages: 5 Posted: 05 May 2021
Mazin A. M. Al Janabi
EGADE Business School, Tecnologico de Monterrey
Downloads 48 (596,388)

Abstract:

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Economic Capital, Emerging Markets, Liquidity-Adjusted Value at Risk, Liquidity Risk, Machine Learning, Portfolio Management, Risk Management.

14.

Liquidity Risk Management in the Avoidance of Another Financial Crisis

Number of pages: 6 Posted: 06 May 2021
Mazin A. M. Al Janabi
EGADE Business School, Tecnologico de Monterrey
Downloads 47 (601,525)

Abstract:

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Emerging Markets, Liquidity-Adjusted Value at Risk, Liquidity Risk, Machine Learning, Portfolio Management, Risk Management

15.

How to Avoid Another Derivative Crisis: Risk Management for Emerging Markets

Number of pages: 8 Posted: 10 May 2021
Mazin A. M. Al Janabi
EGADE Business School, Tecnologico de Monterrey
Downloads 45 (612,101)

Abstract:

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Emerging Markets, Derivative Products, Risk Management

16.

Method Development Aspects of Liquidity-Adjusted Value-at-Risk (LVaR) Technique for Multiple-Asset Commodities Portfolios

Number of pages: 6 Posted: 18 May 2021
Mazin A. M. Al Janabi
EGADE Business School, Tecnologico de Monterrey
Downloads 43 (623,313)

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Emerging Markets, Financial Engineering, Financial Risk Management, GARCH-M Model, GCC Financial Markets, Liquidity Risk, Optimization, Portfolio Management, Sub-prime Crisis, Value-at-Risk

17.

Innovación en modelos de inversión y finanzas para tiempos de crisis

Number of pages: 5 Posted: 06 May 2021
Mazin A. M. Al Janabi
EGADE Business School, Tecnologico de Monterrey
Downloads 42 (628,819)

Abstract:

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Emerging Markets, Liquidity-Adjusted Value at Risk, Liquidity Risk, Machine Learning, Portfolio Management, Risk Management

18.

Evaluating, Managing, and Controlling the Impacts of Assets Liquidity Risk

Number of pages: 6 Posted: 18 May 2021
Mazin A. M. Al Janabi
EGADE Business School, Tecnologico de Monterrey
Downloads 40 (640,076)

Abstract:

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Basel Accords, Emerging Markets, Internal Risk Models, Liquidity-Adjusted Value-at-Risk (LVaR), Liquidity Risk Management, Portfolio Management, Trading Portfolios

19.

Evaluation of Optimal and Coherent Risk-Capital Structures Under Adverse Market Outlooks Using Machine Learning Techniques

Number of pages: 4 Posted: 27 Apr 2021 Last Revised: 01 May 2021
Mazin A. M. Al Janabi
EGADE Business School, Tecnologico de Monterrey
Downloads 40 (640,076)

Abstract:

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Economic Capital, Emerging Markets, Financial Engineering, Financial Risk Management, GARCH, GCC Financial Markets, Liquidity Risk, Machine Learning, Portfolio Management, Liquidity-Adjusted Value at Risk

20.

Risk Capital Allocation under Market Liquidity Constraints

Number of pages: 6 Posted: 18 May 2021
Mazin A. M. Al Janabi
EGADE Business School, Tecnologico de Monterrey
Downloads 36 (664,163)

Abstract:

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Emerging Markets, Financial Engineering, Financial Risk Management, GARCH-M Model, Liquidity Risk, Optimization, Portfolio Management, Sub-prime Crisis, Value-at-Risk

21.

Quantitative Analysis of the Mexican Stock Market: Applications to Risk Management Processes

Number of pages: 6 Posted: 18 May 2021
Mazin A. M. Al Janabi
EGADE Business School, Tecnologico de Monterrey
Downloads 35 (670,351)

Abstract:

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emerging markets, financial engineering, financial institutions, financial risk management, Mexican stock market (BMV), stress testing, value at risk

22.

Market Risk Prediction under Illiquid Market Environments: A Comparison of Alternative Modeling Techniques

Number of pages: 7 Posted: 19 May 2021 Last Revised: 20 May 2021
Mazin A. M. Al Janabi
EGADE Business School, Tecnologico de Monterrey
Downloads 34 (676,711)

Abstract:

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Economic Capital, Emerging Markets, Financial Engineering, Financial Risk Management, GARCH-M, Portfolio Management, Stress Testing, Liquidity-Adjusted Value at Risk

23.

On the Development of Derivative Products in Emerging Markets

Number of pages: 6 Posted: 18 May 2021
Mazin A. M. Al Janabi
EGADE Business School, Tecnologico de Monterrey
Downloads 29 (710,083)

Abstract:

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Emerging Markets, Derivative Products, Risk Management

24.

Incorporating Asset Liquidity Effects in Economic-Capital Modeling Algorithms

Number of pages: 6 Posted: 14 May 2021 Last Revised: 16 May 2021
Mazin A. M. Al Janabi
EGADE Business School, Tecnologico de Monterrey
Downloads 28 (717,193)
Citation 6

Abstract:

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Economic-Capital, Emerging Markets, Financial Engineering, Financial Risk Management, GCC Financial Markets, Portfolio Management, Stress Testing, Liquidity-Adjusted Value at Risk

25.

When Trading in Emerging Markets, Assess Liquidity Risks

Number of pages: 6 Posted: 05 May 2021
Mazin A. M. Al Janabi
EGADE Business School, Tecnologico de Monterrey
Downloads 28 (717,193)

Abstract:

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Emerging Markets, Liquidity-Adjusted Value at Risk, Liquidity Risk, Machine Learning, Portfolio Management, Risk Management

26.

Medir el riesgo de liquidez para evitar otra crisis financiera (Liquidity Risk Management in the Avoidance of Another Financial Crisis)

FINANZAS | INVESTIGACIÓN, OCTUBRE 8, 2017
Number of pages: 6 Posted: 13 May 2021
Mazin A. M. Al Janabi
EGADE Business School, Tecnologico de Monterrey
Downloads 27 (724,389)

Abstract:

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Emerging Markets, Liquidity-Adjusted Value at Risk, Liquidity Risk, Machine Learning, Portfolio Management, Risk Management

27.

El ‘modelo Al Janabi’, la herramienta que podría evitar las crisis

Number of pages: 6 Posted: 05 May 2021
Mazin A. M. Al Janabi
EGADE Business School, Tecnologico de Monterrey
Downloads 26 (731,686)

Abstract:

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Economic Capital, Emerging Markets, Liquidity-Adjusted Value at Risk, Liquidity Risk, Machine Learning, Portfolio Management, Risk Management

28.

Computation of Coherent Economic-Capital Structures with Machine Learning Techniques

Number of pages: 4 Posted: 27 Apr 2021 Last Revised: 01 May 2021
Mazin A. M. Al Janabi
EGADE Business School, Tecnologico de Monterrey
Downloads 23 (754,422)

Abstract:

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Economic Capital, Emerging Markets, GARCH, GCC Financial Markets, Liquidity-Adjusted Value at Risk, Liquidity Risk, Machine Learning, Portfolio Management, Risk Management

29.

Estimation of Risk-Capital Structures in Financial Trading Books under Adverse Market Perspectives

Number of pages: 6 Posted: 18 May 2021
Mazin A. M. Al Janabi
EGADE Business School, Tecnologico de Monterrey
Downloads 18 (794,684)

Abstract:

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Economic Capital, Emerging Markets, Financial Engineering, Financial Risk Management, GARCH-M, GCC Financial Markets, Liquidity Risk, Portfolio Management, Liquidity-Adjusted Value at Risk

30.

On the Assessment of Coherent Risk-Capital Structures

Number of pages: 7 Posted: 18 May 2021
Mazin A. M. Al Janabi
EGADE Business School, Tecnologico de Monterrey
Downloads 17 (803,161)

Abstract:

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Economic Capital, Emerging Markets, Financial Engineering, Financial Risk Management, GARCH-M, GCC Financial Markets, Liquidity Risk, Portfolio Management, Liquidity-Adjusted Value at Risk

31.

On the Evaluation of LVaR During the Closeout Liquidity Horizon

Number of pages: 6 Posted: 18 May 2021
Mazin A. M. Al Janabi
EGADE Business School, Tecnologico de Monterrey
Downloads 15 (820,608)

Abstract:

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emerging markets, financial engineering, financial risk management, GARCH, GCC financial markets, investment management, LVaR, liquidity-adjusted value-at-risk portfolio management, stress testing.

32.

Cómo evitar otra crisis de derivados: Manejo de riesgos para mercados emergentes (How To Avoid Another Derivative Crisis: Risk Management for Emerging Markets)

Number of pages: 8 Posted: 13 May 2021
Mazin A. M. Al Janabi
EGADE Business School, Tecnologico de Monterrey
Downloads 15 (820,608)

Abstract:

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Emerging Markets, Derivative Products, Risk Management

33.

Optimiza tu cartera de inversión en mercados bajistas (Optimize your Investment Portfolio in Bearish Markets)

Number of pages: 6 Posted: 13 May 2021
Mazin A. M. Al Janabi
EGADE Business School, Tecnologico de Monterrey
Downloads 14 (829,811)

Abstract:

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Emerging Markets, Liquidity-Adjusted Value at Risk, Liquidity Risk, Machine Learning, Portfolio Management, Risk Management

34.

Tactical Risk Analysis in Emerging Markets in the Wake of the 2007-2009 Credit Crunch

Number of pages: 6 Posted: 18 May 2021
Mazin A. M. Al Janabi
EGADE Business School, Tecnologico de Monterrey
Downloads 12 (847,881)

Abstract:

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Emerging Markets, Financial Engineering, Financial Risk Management, GARCH-M Model, Liquidity Risk, Optimization, Portfolio Management, Sub-prime Crisis, Value-at-Risk

35.

¿Mercados bajistas?, así puedes optimizar tu cartera de inversión (How to Optimize your Investment Portfolio in Bearish Markets)

“Excélsior - Dinero En Imagen” Newspaper, 2019
Number of pages: 6 Posted: 13 May 2021
Mazin A. M. Al Janabi
EGADE Business School, Tecnologico de Monterrey
Downloads 10 (866,235)

Abstract:

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Emerging Markets, Liquidity-Adjusted Value at Risk, Liquidity Risk, Machine Learning, Portfolio Management, Risk Management

36.

Market Liquidity and Strategic Asset Allocation: Applications to GCC Stock Exchanges

Middle East Development Journal (MEDJ), 2010
Posted: 04 Jun 2010
Mazin A. M. Al Janabi
EGADE Business School, Tecnologico de Monterrey

Abstract:

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Basel II, emerging markets, financial engineering, financial risk management, GCC financial markets, portfolio management, risk budgeting, liquidity-adjusted value at risk