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Jules Clément Mba, Sutene Mwambetania Mwambi and Edson Pindza
Since its inception in 2009, Bitcoin has increasingly gained main stream attention from the general population to institutional investors. Several models, from GARCH type to jump-diffusion type, have been developed to dynamically capture the price moveme...
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Mohamed Habachi and Saâd Benbachir
Operational risk management remains a major concern for financial institutions. Indeed, institutions are bound to manage their own funds to hedge this risk. In this paper, we propose an approach to allocate one?s own funds based on a combination of histo...
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Keith Pilbeam and Hamish Preston
This paper assesses the performance of 355 actively managed Japanese Equity Mutual Funds between April 2011 and April 2016. The equal weight portfolio and Jensen?s alpha measures of active management provide strong evidence that Japanese Mutual Funds fai...
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Raéf Bahrini
This paper measures and analyzes the technical efficiency of Islamic banks in the Middle East and North Africa (MENA) region during the period 2007?2012. To do this, the bootstrap Data Envelopment Analysis (DEA) approach was employed in order to provide ...
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