Concepedia

Yusif Simaan

YS

14

Publications

742

Citations

12

H-Index

1993

Active since

Affiliations

Fordham University(Current)

Rutgers, The State University of New Jersey

Rutgers Sexual and Reproductive Health and Rights

Stevens Institute of Technology

Yusif Simaan is an author at Fordham University specializing in finance, business, and management.

Top concepts

FinanceBusinessManagementAsset PricingFinancial EconomicsPortfolio OptimizationEconomicsAccountingEconomic AnalysisPortfolio Selection

Publications per year

1993–2022

14

Publications

14

Estimation Risk in Portfolio Selection: The Mean Variance Model Versus the Mean Absolute Deviation Model

Yusif Simaan · Management Science · 1997 · 205 citations

Covariance Matrix, Asset Allocation, Portfolio Management +16

Market Maker Quotation Behavior and Pretrade Transparency

Yusif Simaan, Daniel G. Weaver, David K. Whitcomb · The Journal of Finance · 2003 · 130 citations

Consumer Research, Market Design, Market Microstructure +16

Portfolio Selection and Asset Pricing—Three-Parameter Framework

Yusif Simaan · Management Science · 1993 · 115 citations

Financial Risk Management, Asset Allocation, Idiosyncratic Security Risks +20

What is the Opportunity Cost of Mean-Variance Investment Strategies?

Yusif Simaan · Management Science · 1993 · 78 citations

Economics, Portfolio Optimization, Financial Economics +15

Price discovery in the U.S. stock and stock options markets: A portfolio approach

Richard Holowczak, Yusif Simaan, Liuren Wu · Review of Derivatives Research · 2007 · 57 citations

Option Pricing, Financial Economics, Asset Pricing +7

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