Mourad Mroua

University of Sfax

Associate Professor

14, Rue de Jugourta

Sfax, 3001

Tunisia

  • University of Sfax

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    • Tel: 0021698656786
SCHOLARLY PAPERS

7

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1,504

TOTAL CITATIONS

14

Scholarly Papers (7)

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1.

The Impact of Option Strategies in Financial Portfolios Performance: Mean-Variance and Stochastic Dominance Approaches

Number of pages: 29 Posted: 08 Feb 2010 Last Revised: 15 Feb 2010
Fathi Abid, Mourad Mroua and Wing-Keung Wong
University of Sfax, Faculty of Economic and Management Sciences, Probability & Statistics Laboratory, University of Sfax and Asia University, Department of Finance
Downloads 767 (67,639)
Citation 11

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Writing covered call option, Buying protective put option, portfolios management, mean-variance approach, nonparametric stochastic dominance test

2.

Does International Diversification Substitute Home Bias : An Application of a Non Parametric Stochastic Dominance Approach

Number of pages: 32 Posted: 23 Apr 2007 Last Revised: 23 Feb 2010
Fathi Abid, Mourad Mroua and Wing-Keung Wong
University of Sfax, Faculty of Economic and Management Sciences, Probability & Statistics Laboratory, University of Sfax and Asia University, Department of Finance
Downloads 315 (196,498)

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Home bias, International diversification, Non-parametric stochastic dominance approach, Monte Carlo and Bootstrap p-values.stochastic dominance approach, Monte Carlo and Bootstrap p-values

3.

Does International Diversification Substitute for Home Bias?

Number of pages: 30 Posted: 11 Oct 2010 Last Revised: 22 Nov 2010
Wing-Keung Wong, Fathi Abid and Mourad Mroua
Asia University, Department of Finance, University of Sfax, Faculty of Economic and Management Sciences, Probability & Statistics Laboratory and University of Sfax
Downloads 178 (343,245)

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Home Bias, International Diversification, Mean-Variance Portfolio Optimization, Stochastic Dominance, Monte Carlo and Bootstrap P-Values

4.

Portfolios Resampling and International Diversification: A Non-Parametric Stochastic Dominance Approach

Number of pages: 35 Posted: 02 May 2011
Mourad Mroua, Fathi Abid and Wing-Keung Wong
University of Sfax, University of Sfax, Faculty of Economic and Management Sciences, Probability & Statistics Laboratory and Asia University, Department of Finance
Downloads 160 (376,240)

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Optimal portfolios choices, Estimation Errors, Portfolio Resampling, Non parametric stochastic dominance approach, Monte Carlo and bootstrap p-values simulations

5.

Causality and Dynamic Relationships between Exchange Rate and Stock Market Indices in BRICS Countries: Panel/GMM and ARDL Analyses

Journal of Economics Finance and Administrative Science, Forthcoming
Number of pages: 18 Posted: 23 Jun 2019
Mourad Mroua
University of Sfax
Downloads 84 (603,060)
Citation 3

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BRICS countries, co-movement, exchange rate, stock markets, Dynamic Panel/GMM, ARDL method

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IFRS vs. SMEs, cultural factors, institutional, SMEs, Legal Economic, Full IFRS adoption

7.

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