Yusif Simaan

Fordham University - Graduate School of Business

Professor of Finance

113 West 60th Street

Bronx, NY 10458

United States

SCHOLARLY PAPERS

6

DOWNLOADS

344

SSRN CITATIONS

7

CROSSREF CITATIONS

1

Scholarly Papers (6)

1.

Estimation Error in Mean Returns and the Mean-Variance Efficient Frontier

International Review of Economics & Finance, Forthcoming
Number of pages: 31 Posted: 15 Sep 2014 Last Revised: 16 Nov 2017
Majeed Simaan, Yusif Simaan and Yi Tang
Stevens Institute of Technology - School of Business, Fordham University - Graduate School of Business and Fordham University - Gabelli School of Business
Downloads 177 (178,555)
Citation 4

Abstract:

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Portfolio Theory, Investment, Estimation Error, Multivariate Analysis

2.

More Possessions, More Worry

Fordham University Schools of Business Research Paper No. 2392530
Number of pages: 41 Posted: 09 Feb 2014 Last Revised: 03 Apr 2014
Haim Levy and Yusif Simaan
Hebrew University of Jerusalem - Jerusalem School of Business Administration and Fordham University - Graduate School of Business
Downloads 57 (384,077)
Citation 2

Abstract:

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portfolio theory, estimation risk, CAPM, rational choice, optimization under estimation risk

3.

Rational Explanation for Rule-of-Thumb Practices in Asset Allocation

DOI:10.1080/14697688.2019.1622767
Number of pages: 26 Posted: 05 Sep 2019
Majeed Simaan and Yusif Simaan
Stevens Institute of Technology - School of Business and Fordham University - Graduate School of Business
Downloads 45 (425,621)
Citation 1

Abstract:

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Portfolio Theory, Investment, Estimation Risk, Naive Allocation

4.

A Parsimonious Approach for Higher-Order Moments in Portfolio Selection

Number of pages: 30 Posted: 13 Feb 2020
Khaldoun Khashanah, Majeed Simaan and Yusif Simaan
Stevens Institute of Technology, Stevens Institute of Technology - School of Business and Fordham University - Graduate School of Business
Downloads 36 (462,239)

Abstract:

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Risk Management, Utility Theory, Downside Risk, Statistical Learning

5.

Estimating Beta When the CAPM Is True

"Estimating Beta When the CAPM is True", The Journal of Performance Measurement, Summer 1998, v2(4). 38-55
Number of pages: 18 Posted: 27 Jun 2017 Last Revised: 28 Jun 2017
Robert Ferguson and Yusif Simaan
AnswersToGo and Fordham University - Graduate School of Business
Downloads 29 (495,403)

Abstract:

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CAPM, beta, beta estimation

6.

Portfolio Composition and the Investment Horizon Revisited

Journal of Portfolio Management, Vol. 22, No. 4, 1996
Posted: 17 Feb 2018
Robert Ferguson and Yusif Simaan
AnswersToGo and Fordham University - Graduate School of Business

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investment horizon, portfolio selection, risk and the investment horizon