Concepedia

Murat Mazibaş

MM

5

Publications

105

Citations

5

H-Index

2010

Active since

Affiliations

University of Dundee(Current)

University of Bristol

University of Exeter

Murat Mazibaş is an author at University of Dundee specializing in finance, portfolio selection, and portfolio optimization.

Top concepts

FinanceBusinessManagementAsset PricingPortfolio SelectionPortfolio OptimizationPortfolio ManagementFinancial EngineeringMemoryBlockchain

Publications per year

2010–2024

5

Publications

5

Dynamic hedge fund portfolio construction: A semi-parametric approach

Richard Harris, Murat Mazibaş · Journal of Banking & Finance · 2012 · 35 citations

Portfolio Optimization, Asset Pricing, Hedge Fund +7

Portfolio optimization with behavioural preferences and investor memory

Richard Harris, Murat Mazibaş · European Journal of Operational Research · 2021 · 34 citations · Full text

Portfolio Optimization, Asset Pricing, Portfolio Selection +5

Dynamic hedge fund portfolio construction

Richard Harris, Murat Mazibaş · International Review of Financial Analysis · 2010 · 14 citations

Portfolio Optimization, Hedge Fund, Portfolio Selection +4

True versus Spurious Long Memory in Cryptocurrencies

Dooruj Rambaccussing, Murat Mazibaş · Journal of risk and financial management · 2020 · 11 citations · Full text

Volatility Modeling, Storage (Memory), Financial Economics +12

Bitcoin replication using machine learning

Richard Harris, Murat Mazibaş, Dooruj Rambaccussing · International Review of Financial Analysis · 2024 · 11 citations · Full text

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