Road of Airport, Km 4
Sfax, sfax 3018
Tunisia
University of Sfax, Faculty of Economic and Management Sciences, Probability & Statistics Laboratory
financial distress, neural network, risk management
Neural Network, Interest Rate Term Structure, Parametric models, GMM
Writing covered call option, Buying protective put option, portfolios management, mean-variance approach, nonparametric stochastic dominance test
Copulas functions, credit default swap, volatility, bivariate distribution, Non-parametric estimation, Semi-parametric estimation
Copper, Stochastic process, Monte Carlo Simulation
Contingent capital, Capital structure, Default probability, Real option, Risk incentive
Illiquid Market, Yield Curve of Interest Rates, Cubic Spline, Vasicek (1977) model, CIR (1985) model, OLS, MLE
Home bias, International diversification, Non-parametric stochastic dominance approach, Monte Carlo and Bootstrap p-values.stochastic dominance approach, Monte Carlo and Bootstrap p-values
ALM, Goal Programming, Optimization, Commercial Bank
Futures, hedging, constnat hedge ratio, time varying hedge ratio
Markov regime switching, asymmetric correlation, portfolio optimization, international portfolio choices
Home Bias, International Diversification, Mean-Variance Portfolio Optimization, Stochastic Dominance, Monte Carlo and Bootstrap P-Values
Optimal portfolios choices, Estimation Errors, Portfolio Resampling, Non parametric stochastic dominance approach, Monte Carlo and bootstrap p-values simulations
Neural Networks, Genetic Algorithm, Financial Distress, Prediction.
short term interest rate, diffusion process, GMM, Monte Carlo simulation
Oleic industry, olive pomace oil, growth option, time-to-build
Foreign portfolio investment, Attractiveness, Middle East and North Africa, G7 investors, Gravity model, Analytic hierarchy process, Goal programming
time varying volatility, MENA countries’ stock market, three-state Markov regime switching model, Granger causality test
Extracting and refining pomace oil, investment option, optimal leverage, agency costs of overinvestment
international stock market linkage, wavelet coherence, wavelet correlation, wavelet cross-correlation, wavelet multiple cross-correlation
global macro markets, fear indexes, financial crisis, wavelet coherence, wavelet multiple correlation and cross correlation
Olive Oil Price, Time Series Analysis, Wavelet Transform, Artificial Neural Network
GDP growth, stock market return, stochastic dominance, VAR model, shock, generalized impulse response
International Portfolio Choice, Barriers to International Investment, Home Bias, Analytic Hierarchy Process, Weighted Goal Programming
credit derivatives, credit risk, rating, market variables
financial distress, neural networks, financial ratios
