Slah Bahloul

University of Sfax - Higher Institute of Business Administration

Road of the Airport 4

Sfax, BP 1013

Tunisia

SCHOLARLY PAPERS

6

DOWNLOADS

568

SSRN CITATIONS

1

CROSSREF CITATIONS

1

Scholarly Papers (6)

1.

A Combined Analytic Hierarchy Process and Goal Programming Approach to International Portfolio Selection in the Presence of Investment Barriers

Number of pages: 20 Posted: 12 Apr 2011 Last Revised: 28 Nov 2011
Slah Bahloul and Fathi Abid
University of Sfax - Higher Institute of Business Administration and University of Sfax, Faculty of Economic and Management Sciences, Probability & Statistics Laboratory
Downloads 272 (114,657)

Abstract:

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2.

Regime Switching, Asymmetric Correlation and International Portfolio Choices

Number of pages: 20 Posted: 10 Mar 2010
Fathi Abid and Slah Bahloul
University of Sfax, Faculty of Economic and Management Sciences, Probability & Statistics Laboratory and University of Sfax - Higher Institute of Business Administration
Downloads 205 (151,902)
Citation 1

Abstract:

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Markov regime switching, asymmetric correlation, portfolio optimization, international portfolio choices

3.

Selected MENA Countries' Attractiveness to G7 Investors

Economic Modelling, Vol. 28, No. 5, 2011, ERF working paper series, 531
Number of pages: 27 Posted: 26 Apr 2014 Last Revised: 28 Apr 2014
Fathi Abid and Slah Bahloul
University of Sfax, Faculty of Economic and Management Sciences, Probability & Statistics Laboratory and University of Sfax - Higher Institute of Business Administration
Downloads 67 (344,935)

Abstract:

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Foreign portfolio investment, Attractiveness, Middle East and North Africa, G7 investors, Gravity model, Analytic hierarchy process, Goal programming

4.

Regime-Switching Behavior in the Conditional Volatility of MENA Stock Market Returns

ERF Working Paper No. 683
Number of pages: 19 Posted: 29 Apr 2014
Slah Bahloul and Fathi Abid
University of Sfax - Higher Institute of Business Administration and University of Sfax, Faculty of Economic and Management Sciences, Probability & Statistics Laboratory
Downloads 24 (510,345)

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time varying volatility, MENA countries’ stock market, three-state Markov regime switching model, Granger causality test

5.

Stochastic Dominance Based Performance Ranking and Shock Transmission between MENA Countries’ GDP Growth and Stock Market Return

Posted: 19 Nov 2015 Last Revised: 12 Aug 2016
Fathi Abid, Slah Bahloul and Mourad Mroua
University of Sfax, Faculty of Economic and Management Sciences, Probability & Statistics Laboratory, University of Sfax - Higher Institute of Business Administration and University of Sfax

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GDP growth, stock market return, stochastic dominance, VAR model, shock, generalized impulse response

6.

International Portfolio Choices with Investment Barriers: A Multifactor Approach

Posted: 03 Apr 2010
Fathi Abid and Slah Bahloul
University of Sfax, Faculty of Economic and Management Sciences, Probability & Statistics Laboratory and University of Sfax - Higher Institute of Business Administration

Abstract:

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International Portfolio Choice, Barriers to International Investment, Home Bias, Analytic Hierarchy Process, Weighted Goal Programming