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Publications by A. Mansur M. Masih

The Role of Islamic Asset Classes in the Diversified Portfolios: Mean Variance Spanning Test

Emerging Markets Review

International Management

English

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Tests of Mean-Variance Spanning

SSRN Electronic Journal

English

Optimal Dynamic Mean-Variance Asset-Liability Management Under the Heston Model

Advances in Difference Equations

Applied Mathematics

English

Portfolios Dominating Indices: Optimization With Second-Order Stochastic Dominance Constraints vs. Minimum and Mean Variance Portfolios

Journal of Risk and Financial Management

English

Comparison of Mean Variance Like Strategies for Optimal Asset Allocation Problems

International Journal of Theoretical and Applied Finance

English

Time Consistent Strategies for Mean-Variance Asset-Liability Management Problems

Mathematical Problems in Engineering

English

Role of Social Groups and Classes in the Islamic Revolution of Iran

Review of European Studies

English

Arbitrage, Factor Structure, and Mean-Variance Analysis on Large Asset Markets

English

Mean-Variance Portfolio Optimization Under Asset-Liability Based on Time Series Approaches

International Journal of Mathematics Trends and Technology

English

Time-Consistent Optimal Portfolio Strategy for Asset-Liability Management Under Mean-Variance Criterion

Accounting and Finance Research

English