Khaldoun Khashanah

Stevens Institute of Technology

Hoboken, NJ 07030

United States

SCHOLARLY PAPERS

3

DOWNLOADS

38

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (3)

1.

A Parsimonious Approach for Higher-Order Moments in Portfolio Selection

Number of pages: 44 Posted: 13 Feb 2020 Last Revised: 13 Apr 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 38 (460,801)

Abstract:

Loading...

Downside Risk, Statistical Learning, Non-Elliptical Distributions, Multivariate Analysis

2.

Epistemology Diagrams: Geometric Representation of Knowledge Management of Financial Engineering

Stevens Institute of Technology School of Business Research Paper
Posted: 08 Mar 2018
Khaldoun Khashanah
Stevens Institute of Technology

Abstract:

Loading...

3.

A Slightly Depressing Jump Model: Intraday Volatility Pattern Simulation

Posted: 09 Oct 2017
Khaldoun Khashanah, Jing Chen and Alan Hawkes
Stevens Institute of Technology, Cardiff University - School of Mathematics and Swansea University - School of Management

Abstract:

Loading...

Hawkes Process; Jump Detection; Birth-Death-Immigration; Financial Series; Intraday Simulation