Fathi Abid
Fathi Abid
Professor of Finance, Sfax University
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The determinants of credit default swap rates: an explanatory study
F Abid, N Naifar
International Journal of Theoretical and Applied Finance 9 (01), 23-42, 2006
International Diversification Versus Domestic Diversification: Mean-Variance Portfolio Optimization and Stochastic Dominance Approaches
F Abid, PL Leung, M Mroua, WK Wong
Journal of Risk and Financial Management 7 (2), 45-66, 2014
Selected MENA countries' attractiveness to G7 investors
F Abid, S Bahloul
Economic Modelling 28 (5), 2197-2207, 2011
The impact of operating and financial leverages and intrinsic business risk on firm value
F Abid, S Mseddi
Available at SSRN 942029, 2004
The impact of stock returns volatility on credit default swap rates: a copula study
F Abid, N Naifar
International Journal of Theoretical and Applied Finance 8 (08), 1135-1155, 2005
Credit‐default swap rates and equity volatility: a nonlinear relationship
F Abid, N Naifar
The Journal of Risk Finance 7 (4), 348-371, 2006
Financial distress prediction using neural networks
F Abid, A Zouari
Proceedings of the MS’2000 International Conference on Modeling and …, 2000
The Impact of Option Strategies in Financial Portfolios Performance: Mean-Variance and Stochastic Dominance Approaches
F Abid, M Mroua, WK Wong
Available at SSRN 982332, 2007
Predicting corporate financial distress: A new neural networks approach
F Abid, A Zouari
Finance India 16 (2), 601, 2002
Financial development and economic growth in MENA countries
F Abid, S Bahloul, M Mroua
Journal of Policy Modeling 38 (6), 1099-1117, 2016
Les déterminants d’une Bonne Gouvernance et la performance des entreprises Françaises: Études empiriques
A Louizi
Doctorat en sciences de gestion, Lyon: Université Jean Moulin Lyon 3, 2011
Selecting the best forecasting-implied volatility model using genetic programming
W Abdelmalek, SB Hamida, F Abid
Advances in Decision Sciences 2009, 2009
Time–frequency wavelet analysis of the interrelationship between the global macro assets and the fear indexes
F Abid, B Kaffel
Physica A: Statistical Mechanics and its Applications 490, 1028-1045, 2018
A combined analytic hierarchy process and goal programming approach to international portfolio selection in the presence of investment barriers
S Bahloul, F Abid
International Journal of Multicriteria Decision Making 3 (1), 1-20, 2013
Should Americans invest internationally? Mean–variance portfolios optimization and stochastic dominance approaches
F Abid, M Mroua, WK Wong
Risk and Decision Analysis 4 (2), 89-102, 2013
A methodology to estimate the interest rate yield curve in illiquid market: The tunisian case
F Chakroun, F Abid
Journal of Emerging Market Finance 13 (3), 305-333, 2014
A methodology for the choice of the best fitting continuous-time stochastic models of crude oil price
B Kaffel, F Abid
The Quarterly Review of Economics and Finance 49 (3), 971-1000, 2009
Capital adequacy and risk management in banking industry
F Chakroun, F Abid
Applied Stochastic Models in Business and Industry 32 (1), 113-132, 2016
Copula based simulation procedures for pricing basket Credit Derivatives
A Fathi, N Nader
Regime-switching behaviour in the conditional volatility of MENA stock market returns
S Bahloul, F Abid
Journal of Emerging Market Finance 13 (3), 253-278, 2014
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