| Building curves on a good basis M Chibane, JP Selvaraj, G Sheldon Available at SSRN 1394267, 2009 | 51 | 2009 |
| Interest rate modelling after the financial crisis M Bianchetti, M Morini edited By Massimo Morini and Marco Bianchetti, Risk Books 11, 2013 | 28 | 2013 |
| Portfolio selection: should investors include crypto‐assets? A multiobjective approach M Youssef, BB Naoua, FB Abdelaziz, M Chibane International Transactions in Operational Research 30 (5), 2620-2639, 2023 | 11 | 2023 |
| Do bitcoin stylized facts depend on geopolitical risk? M Chibane, N Janson Available at SSRN 3530020, 2020 | 11 | 2020 |
| Rethinking valuation and pricing models: Lessons learned from the crisis and future challenges C Wehn, C Hoppe, GN Gregoriou Academic Press, 2012 | 10 | 2012 |
| A quadratic volatility Cheyette model M Chibane, D Law Available at SSRN 2138011, 2012 | 8 | 2012 |
| Portfolio optimization in the presence of tail correlation FB Abdelaziz, M Chibane Economic Modelling 122, 106235, 2023 | 6 | 2023 |
| Explicit volatility specification for the linear Cheyette model M Chibane Available at SSRN 1995214, 2012 | 4 | 2012 |
| Credit booms and crisis-emergent asset comovement: The problem of latent correlation M Chibane, A Gabriel, GAG Roche The Quarterly Review of Economics and Finance 85, 270-279, 2022 | 3 | 2022 |
| Value bubbles M Chibane, S Ouzan Available at SSRN 3412459, 2019 | 2 | 2019 |
| Discounting Consistently with Collateral Posting M Chibane, YC Huang, JP Selvaraj Available at SSRN 2084452, 2012 | 2 | 2012 |
| Is the fed failing to re-anchor expectations? An analysis of jumps in inflation swaps M Chibane, A Kuhanathan Finance Research Letters 55, 104004, 2023 | 1 | 2023 |
| Housing, Risk Aversion and Asset Prices M Chibane, A Lioui, P Poncet Available at SSRN 2909043, 2017 | 1 | 2017 |
| Hybrid smiles made fast M Chibane, D Law Risk 26 (8), 64, 2013 | 1 | 2013 |
| Analytical option pricing for time dependent quadratic local volatility models M Chibane Available at SSRN 1850205, 2011 | 1 | 2011 |
| Sensible sensitivities for the sabr model M Chibane, H Miao, C Xu Available at SSRN 1524074, 2009 | 1 | 2009 |
| The ESG-efficient frontier under ESG rating uncertainty M Chibane, M Joubrel Finance Research Letters 67, 105881, 2024 | | 2024 |
| Dynamic asset allocation and consumption with the indirect utility function M Chibane, P Six Finance Research Letters 65, 105542, 2024 | | 2024 |
| The impact of bank money on stock market integration: evidence from the Eurozone M Chibane, A Gabriel, GA Giménez Roche The European Journal of Finance, 1-20, 2024 | | 2024 |
| Eurozone Stock Market Integration and the Base-Bank Money Divergence M Chibane, A Gabriel, G Giménez Roche Available at SSRN 4611709, 2023 | | 2023 |
