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Publications by Hanene Ben Salah

A New Approach in Non-Parametric Estimation of Returns in Mean-Downside Risk Portfolio Frontier

International Journal of Portfolio Analysis and Management

English

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Higher Moment Portfolio Management With Downside Risk

American Journal of Social and Management Sciences

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Interval-Valued Upside Potential and Downside Risk Portfolio Optimisation

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New Evidence on the Portfolio Balance Approach to Currency Returns

SSRN Electronic Journal

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Parametric Portfolio Policies: Exploiting Characteristics in the Cross Section of Equity Returns

English

Parametric Portfolio Policies: Exploiting Characteristics in the Cross Section of Equity Returns

SSRN Electronic Journal

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Non-Parametric Estimation of Decision Makers' Risk Aversion

Agricultural Economics

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Non-Parametric Estimation of Decision Makers' Risk Aversion

Agricultural Economics

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Stochastic Non-Smooth Envelopment of Data: Semi-Parametric Frontier Estimation Subject to Shape Constraints

Journal of Productivity Analysis

International Management

Social Sciences

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Optimal Portfolio Choice for Unobservable and Regime-Switching Mean Returns

Journal of Economic Dynamics and Control

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