Mazin A. M. Al Janabi

Author

Also Known As

Al Janabi, Mazin A. M., M.A.M. Al-Janabi, Mazin A M Al Janabi, Mazin A. M. Al Janabi, Mazin A.M. Al Janabi, Mazin Al Janabi

125

Publications

1.1K

Citations

H-Index

Concepts

All Affiliations

United Arab Emirates University Tecnológico de Monterrey Al Akhawayn University IPAG Business School Queen Mary University of London

About

Mazin A. M. Al Janabi is an author at United Arab Emirates University specializing in finance, business, and management.

Top Concepts

#	Concept	H-Index	Publications	Citations
1	Business	18	30	824
2	Management	16	25	685
3	Economics	14	19	446
4	Accounting	11	13	365
5	Engineering	1	1	16

Mazin A. M. Al Janabi

Publications

960

Citations

H-Index

Page 1

	Year	Citations
An empirical investigation of the informational efficiency of the GCC equity markets: Evidence from bootstrap simulation Mazin A. M. Al Janabi, Abdulnasser Hatemi‐J, Manuchehr Irandoust International Review of Financial Analysis Market MicrostructureEmpirical FinanceInformational EfficiencyFinancial EconomicsAsset Pricing	2009	98
Leveraging random forest in micro‐enterprises credit risk modelling for accuracy and interpretability Mohammad Shamsu Uddin, Guotai Chi, Mazin A. M. Al Janabi, International Journal of Finance & Economics Risk Model ValidationFinancial Risk ManagementCredit Default PredictionRisk AnalysisCredit Risk	2020	69
Global financial crisis and dependence risk analysis of sector portfolios: a vine copula approach José Arreola Hernández, Shawkat Hammoudeh, Duc Khuong Nguyen, Munich Personal RePEc Archive (Ludwig Maximilian University of Munich)	2014	60
Multivariate dependence and portfolio optimization algorithms under illiquid market scenarios Mazin A. M. Al Janabi, José Arreola Hernández, Theo Berger, European Journal of Operational Research Mathematical ProgrammingPortfolio OptimizationAsset PricingPortfolio SelectionPortfolio Allocation	2016	58
Liquidity-adjusted value-at-risk optimization of a multi-asset portfolio using a vine copula approach Mazin A. M. Al Janabi, Román Ferrer, Syed Jawad Hussain Shahzad Physica A Statistical Mechanics and its Applications Portfolio OptimizationAsset PricingMulti-asset PortfolioPortfolio SelectionManagement	2019	44
Optimal and coherent economic-capital structures: evidence from long and short-sales trading positions under illiquid market perspectives Mazin A. M. Al Janabi Annals of Operations Research Empirical FinanceMarket MicrostructureEconomicsFinancial EconomicsShort-sales Trading Positions	2012	41
Optimal and investable portfolios: An empirical analysis with scenario optimization algorithms under crisis market prospects Mazin A. M. Al Janabi Economic Modelling EconomicsPortfolio OptimizationScenario Optimization AlgorithmsAsset PricingCrisis Market Prospects	2013	38
Pricing of time-varying illiquidity within the Eurozone: Evidence using a Markov switching liquidity-adjusted capital asset pricing model Stefano Grillini, Aydin Ozkan, Abhijit Sharma, International Review of Financial Analysis Empirical FinanceTime-varying IlliquidityEconomicsFinancial EconomicsAsset Pricing	2019	33
Volatility Spillover Among Equity and Commodity Markets Tariq Aziz, Ranjeeta Sadhwani, Ume Habibah, SAGE Open Volatility SpilloverEconomicsVolatility ModelingFinancial EconomicsAsset Pricing	2020	33
Integrating Liquidity Risk Factor into a Parametric Value at Risk Method Mazin A. M. Al Janabi The Journal of Trading Risk MethodFinancial Risk ManagementRisk MetricLiquidityAsset Allocation	2008	31

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