Majeed Simaan

Stevens Institute of Technology - School of Business

Hoboken, NJ 07030

United States

SCHOLARLY PAPERS

11

DOWNLOADS
Rank 40,973

SSRN RANKINGS

Top 40,973

in Total Papers Downloads

1,222

SSRN CITATIONS

7

CROSSREF CITATIONS

1

Scholarly Papers (11)

1.

A Machine Learning Efficient Frontier

Operations Research Letters, DOI: https://doi.org/10.1016/j.orl.2020.07.016
Number of pages: 14 Posted: 14 Mar 2020 Last Revised: 07 Aug 2020
Brian J. Clark, Zachary Feinstein and Majeed Simaan
Rensselaer Polytechnic Institute (RPI), Stevens Institute of Technology - School of Business and Stevens Institute of Technology - School of Business
Downloads 330 (103,118)

Abstract:

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Portfolio Theory, Machine Learning, Tactical Asset Allocation, Estimation Risk

2.

When Positive Sentiment is Not so Positive: Textual Analytics and Bank Failures

Number of pages: 47 Posted: 03 May 2016
Aparna Gupta, Majeed Simaan and Mohammed Zaki
Rensselaer Polytechnic Institute (RPI), Stevens Institute of Technology - School of Business and Rensselaer Polytechnic Institute (RPI)
Downloads 199 (172,038)

Abstract:

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3.

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 186 (182,891)
Citation 3

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Portfolio Theory, Investment, Estimation Error, Multivariate Analysis

4.

Filtering for Risk Assessment of Interbank Network

European Journal of Operational Research, DOI: 10.1016/j.ejor.2019.06.049
Number of pages: 32 Posted: 14 Mar 2016 Last Revised: 29 Jun 2019
Majeed Simaan, Aparna Gupta and Koushik Kar
Stevens Institute of Technology - School of Business, Rensselaer Polytechnic Institute (RPI) and Rensselaer Polytechnic Institute (RPI)
Downloads 142 (229,757)
Citation 1

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OR in Banking, Financial Networks, Liquidity Risk Management, Systemic Risk, Hidden Markov Models

5.

Estimation Risk and Implicit Value of Index-Tracking

Number of pages: 38 Posted: 15 Aug 2017 Last Revised: 10 Nov 2020
Brian J. Clark, Chanaka Edirisinghe and Majeed Simaan
Rensselaer Polytechnic Institute (RPI), Rensselaer Polytechnic Institute (RPI) - Lally School of Management & Technology and Stevens Institute of Technology - School of Business
Downloads 68 (374,373)

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Portfolio Optimization, Index Tracking, Parameter Estimation Risk

6.

Working with CRSP/COMPUSTAT in R: Reproducible Empirical Asset Pricing

Simaan, Majeed. (2020). Working with CRSP/COMPUSTAT in R: Reproducible Empirical Asset Pricing.
Number of pages: 15 Posted: 02 Oct 2020
Majeed Simaan
Stevens Institute of Technology - School of Business
Downloads 61 (395,882)

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Empirical Asset Pricing, RStats, Data Science, Reproducible Finance

7.

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 52 (426,785)
Citation 2

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Portfolio Theory, Investment, Estimation Risk, Naive Allocation

8.

The Opportunity Cost of Hedging under Incomplete Information: Evidence from ETF/Ns

Number of pages: 24 Posted: 09 Jul 2020
Zhenyu Cui and Majeed Simaan
Stevens Institute of Technology - School of Business and Stevens Institute of Technology - School of Business
Downloads 51 (430,380)

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Linear Risk Management, Parameter Uncertainty, Robinhood, COVID-19

9.

Global Minimum Variance Portfolio: A Horse Race of Volatilities

Number of pages: 23 Posted: 03 May 2018 Last Revised: 05 Dec 2018
Majeed Simaan
Stevens Institute of Technology - School of Business
Downloads 50 (434,078)

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10.

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 47 (445,548)
Citation 1

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

11.

Risk Taking, Diversification, and U.S. Bank Size Anomalies

Number of pages: 80 Posted: 10 Apr 2020
Brian J. Clark, Bill B. Francis and Majeed Simaan
Rensselaer Polytechnic Institute (RPI), Rensselaer Polytechnic Institute (RPI) - Lally School of Management and Stevens Institute of Technology - School of Business
Downloads 36 (492,514)

Abstract:

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