Segui
Amine mounir
Amine mounir
Enseignant chercheur a ESCA EM
Email verificata su esca.ma - Home page
Titolo
Citata da
Citata da
Anno
Geometric representation of the mean–variance–skewness portfolio frontier based upon the shortage function
K Kerstens, A Mounir, I Van de Woestyne
European Journal of Operational Research 210 (1), 81-94, 2011
732011
Non-parametric frontier estimates of mutual fund performance using C-and L-moments: some specification tests
K Kerstens, A Mounir, I Van de Woestyne
Journal of Banking & Finance 35 (5), 1190-1201, 2011
562011
Benchmarking mean-variance portfolios using a shortage function: the choice of direction vector affects rankings!
K Kerstens, A Mounir, I Van de Woestyne
Journal of the Operational Research Society 63 (9), 1199-1212, 2012
172012
Prudence and Temperance in Portfolio Selection with Shariah-Compliant Investments
AM Amine
International Journal of Islamic and Middle Eastern Finance and Management, 2021
42021
Does Markowitz’s Mean–Variance Model Matter During Turmoil Periods? Lessons from the COVID Crisis
A Mounir
Indian Journal of Finance 18 (1), 2024
2024
Crude Oil Price Movements between Fundamental and Uncertainty: Evidence from Frequency Causality Tests.
A Mounir
International Journal of Energy Economics and Policy 13 (3), 428–433, 2023
2023
Mean-Variance model : Added value of family business stocks
A Mounir
IRJDO Jounal of Applied Management Science, 2017
2017
On the family business stock performance in the MENA region
A Mounir
IRJDO Journl of Business Management, 2017
2017
La Performance de l’Entreprise Familiale au Maroc
A Mounir
Entreprises Familiales au Maroc : Des paradoxes aux opportunités, 2017
2017
On the Use of the Shortage Function in Portfolio Theory
A Mounir
2010
Non-Parametric Frontier Estimates of Mutual Fund Performance: Specification Tests Using C-and L-Moments
K Kerstens, A Mounir, I Van de Woestyne
North American Productivity Workshop 2010, Date: 2010/06/02-2010/06/05 …, 2010
2010
Non-Parametric Frontier Estimates of Mutual Funds: Some Specification Issues
K Kerstens, A Mounir, I Van de Woestyne
UKEPAN 2009, International Conference on'Global trends in the Efficiency and …, 2009
2009
Geometric Representation of the Mean-Variance-Skewness Portfolio Frontier Based upon the Shortage Function
A Mounir, K Kerstens, I Van de Woestyne
HUB Research Seminars, Date: 2008/02/19-2008/02/19, Location: Brussels, 2008
2008
Il sistema al momento non può eseguire l'operazione. Riprova più tardi.
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