Amine Ismail - Concepedia

Author

Amine Ismail

Also Known As

Amine Ismail, Ismail, Amine

Publications

145

Citations

H-Index

Concepts

All Affiliations

Amine Ismail is an author at Délégation Paris 7 specializing in asset pricing, business, and financial economics.

#	Concept	H-Index	Publications	Citations
1	Business	2	2	137
2	Finance	2	2	137
3	Asset Pricing	2	2	137
4	Engineering	1	1	64
5	Management	1	1	73

Amine Ismail

Publications

137

Citations

H-Index

Page 1

	Year	Citations
Robust Markowitz mean‐variance portfolio selection under ambiguous covariance matrix Amine Ismail, Huyên Pham Mathematical Finance Sharpe RatioPortfolio ManagementPortfolio ChoiceAsset PricingUncertainty Quantification	2018	73
Regime-switching stochastic volatility model: estimation and calibration to VIX options Stéphane Goutte, Amine Ismail, Huyên Pham Applied Mathematical Finance Volatility ModelingEngineeringMaximum Likelihood EstimationFinancial MathematicsStochastic Simulation	2017	64

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