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Messaoud Chibane
Messaoud Chibane
Professor of Finance, NEOMA Business School
在 neoma-bs.fr 的电子邮件经过验证 - 首页
标题
引用次数
引用次数
年份
Building curves on a good basis
M Chibane, JP Selvaraj, G Sheldon
Available at SSRN 1394267, 2009
512009
Interest rate modelling after the financial crisis
M Bianchetti, M Morini
edited By Massimo Morini and Marco Bianchetti, Risk Books 11, 2013
282013
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
132023
Do bitcoin stylized facts depend on geopolitical risk?
M Chibane, N Janson
Available at SSRN 3530020, 2020
112020
Rethinking valuation and pricing models: Lessons learned from the crisis and future challenges
C Wehn, C Hoppe, GN Gregoriou
Academic Press, 2012
112012
Portfolio optimization in the presence of tail correlation
FB Abdelaziz, M Chibane
Economic Modelling 122, 106235, 2023
82023
A quadratic volatility Cheyette model
M Chibane, D Law
Available at SSRN 2138011, 2012
82012
Explicit volatility specification for the linear Cheyette model
M Chibane
Available at SSRN 1995214, 2012
42012
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
32022
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
22023
Value bubbles
M Chibane, S Ouzan
Available at SSRN 3412459, 2019
22019
Discounting Consistently with Collateral Posting
M Chibane, YC Huang, JP Selvaraj
Available at SSRN 2084452, 2012
22012
The ESG-efficient frontier under ESG rating uncertainty
M Chibane, M Joubrel
Finance Research Letters 67, 105881, 2024
12024
Dynamic asset allocation and consumption with the indirect utility function
M Chibane, P Six
Finance Research Letters 65, 105542, 2024
12024
Housing, Risk Aversion and Asset Prices
M Chibane, A Lioui, P Poncet
Available at SSRN 2909043, 2017
12017
Hybrid smiles made fast
M Chibane, D Law
Risk 26 (8), 64, 2013
12013
Analytical option pricing for time dependent quadratic local volatility models
M Chibane
Available at SSRN 1850205, 2011
12011
Sensible sensitivities for the sabr model
M Chibane, H Miao, C Xu
Available at SSRN 1524074, 2009
12009
Can corporate social performance mitigate the risk of extreme stock returns?
FB Abdelaziz, M Chibane, A Kuhanathan
The Quarterly Review of Economics and Finance 98, 101917, 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
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