Lotfi Belkacem

University of Sousse

rue Abdelaziz el Behi

Sousse, Sousse 4000

Tunisia

SCHOLARLY PAPERS

7

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SSRN CITATIONS

0

CROSSREF CITATIONS

2

Scholarly Papers (7)

1.

A Comparison of Leverage and Profitability of Islamic and Conventional Banks

in 6th International Finance Conference on Financial Crisis and Governance. Cambridge Scholars Publishing (Ed.).
Number of pages: 21 Posted: 12 May 2011 Last Revised: 29 Apr 2016
University of Toulouse 3 - Laboratoire gouvernance et contrôle organisationnel, Université de Rennes 1 and University of Sousse
Downloads 731 (35,076)

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Islamic banks, profitability, leverage

2.

A Value at Risk Based Model for the Measurement of Displaced Commercial Risk in Islamic Banks

Number of pages: 20 Posted: 20 Jun 2011
University of Toulouse 3 - Laboratoire gouvernance et contrôle organisationnel, Université de Rennes 1 and University of Sousse
Downloads 453 (65,184)
Citation 1

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Islamic Banks, IFSB, profit sharing, returns smoothing, displaced Commercial Risk, Value at risk

3.

Foreign Exchange Market Efficiency: Fractional Cointegration Approach

International Journal of Business, Vol. 10, No. 3, 2005
Number of pages: 18 Posted: 16 Aug 2005
Lotfi Belkacem, Zahra El Meddeb and Heni Boubaker
University of Sousse, Independent Author and IPAG Business School
Downloads 376 (81,252)

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Informational efficiency, Exchange rates, Standard cointegration tests, Fractional integration, Long memory, Bivariate ARFIMA model, Vectoriel error correction fractional model (VECFM)

4.

Portfolio Value-at-Risk Bounds Using Extreme Value Theory

Number of pages: 17 Posted: 28 Mar 2010
Gammoudi Imed, Slim Skander and Lotfi Belkacem
affiliation not provided to SSRN, affiliation not provided to SSRN and University of Sousse
Downloads 208 (151,847)

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Copulas, Extreme Value Theory, Location Invariance, Portfolio Value at Risk, Dependent Risks

5.

From Ethical Principles to Financial Decision Theoretical Foundations and Empirical Comparison with Conventional Banks of Islamic Banks Capital Structure

29th International Conference of the French Finance Association (AFFI) 2012
Number of pages: 28 Posted: 19 Sep 2012
University of Toulouse 3 - Laboratoire gouvernance et contrôle organisationnel, Université de Rennes 1 and University of Sousse
Downloads 136 (219,551)

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Islamic banking, capital structure theory, agency theory, pecking order theory, trade-off theory

Value at Risk Estimation for Heavy Tailed Distributions

The International Journal of Business and Finance Research, v. 8 (3) p. 109-125, 2014
Number of pages: 17 Posted: 13 Dec 2014
Imed Gammoudi, Lotfi Belkacem and Mohamed El Ghourabi
University of Sousse, University of Sousse and University of Tunis, Larodec
Downloads 44 (432,195)

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Risk Management, Extreme Value Theory, Non-linear Models, Backtesting, Stock Market Index

Value at Risk Estimation for Heavy Tailed Distributions

The International Journal of Business and Finance Research, v. 8 (3) p. 109-125
Number of pages: 17 Posted: 11 Dec 2014
Imed Gammoudi, Lotfi Belkacem and Mohamed El Ghourabi
University of Sousse, University of Sousse and University of Tunis, Larodec
Downloads 29 (502,660)

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Risk Management, Extreme Value Theory, Non-linear Models, Backtesting, Stock Market Index

7.

Actual Risk Sharing Measurement in Islamic Banks

Finance and Sustainability: Towards a New Paradigm? A Post-Crisis Agenda (Critical Studies on Corporate Responsibility, Governance and Sustainability), Volume 2, pp.325-347, 2011
Posted: 29 Apr 2016
University of Toulouse 3 - Laboratoire gouvernance et contrôle organisationnel, Université de Rennes 1 and University of Sousse

Abstract:

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Islamic Banks, Displaced Commercial Risk, IFSB, Regulation, Risk Measurement, VaR