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  1. Governance Practices and Regulations for Derivative Products in Emerging Markets in the Wake of the COVID-19 Pandemic and the Subprime Global Financial Meltdown

    Article • January 2023, Springer Science + Business Media

    Prof. Mazin A. M. Al Janabi

  2. A Novel Modeling Technique for the Forecasting of Multiple-Asset Trading Volumes: Innovative Initial-Value-Problem Differential Equation Algorithms for Reinforcement Machine Learning

    Article • Complexity, March 2022, Hindawi Publishing Corporation

    Prof. Mazin A. M. Al Janabi

  3. Leveraging random forest in micro‐enterprises credit risk modelling for accuracy and interpretability

    Article • International Journal of Finance & Economics, November 2020, Wiley

    Prof. Mazin A. M. Al Janabi

  4. Is Optimum Always Optimal? A Revisit of the Mean‐Variance Method under Nonlinear Measures of Dependence and Non‐Normal Liquidity Constraints

    Article • Journal of Forecasting, July 2020, Wiley

    Prof. Mazin A. M. Al Janabi

  5. Multivariate portfolio optimization under illiquid market prospects: a review of theoretical algorithms and practical techniques for liquidity risk management

    Article • Journal of Modelling in Management, June 2020, Emerald

    Prof. Mazin A. M. Al Janabi

  6. Measuring market and credit risk under Solvency II: evaluation of the standard technique versus internal models for stock and bond markets

    Article • European Actuarial Journal, May 2020, Springer Science + Business Media

    Prof. Mazin A. M. Al Janabi

  7. Volatility Spillover Among Equity and Commodity Markets

    Article • SAGE Open, April 2020, SAGE Publications

    Prof. Mazin A. M. Al Janabi

  8. Forecasting of dependence, market, and investment risks of a global index portfolio

    Article • Journal of Forecasting, January 2020, Wiley

    Prof. Mazin A. M. Al Janabi

  9. Strategic Corporate Decision Making With Market and Liquidity Risk Management

    Article • January 2020, IGI Global

    Prof. Mazin A. M. Al Janabi

  10. Evaluation of Optimum and Coherent Economic-Capital Portfolios Under Complex Market Prospects

    Article • January 2020, IGI Global

    Prof. Mazin A. M. Al Janabi

  11. Risk Management in Emerging and Islamic Markets in Light of the Subprime Global Financial Crisis

    Article • January 2020, IGI Global

    Prof. Mazin A. M. Al Janabi

  12. Liquidity-adjusted value-at-risk optimization of a multi-asset portfolio using a vine copula approach

    Article • Physica A Statistical Mechanics and its Applications, December 2019, Elsevier

    Prof. Mazin A. M. Al Janabi

  13. Pricing of time-varying illiquidity within the Eurozone: Evidence using a Markov switching liquidity-adjusted capital asset pricing model

    Article • International Review of Financial Analysis, July 2019, Elsevier

    Prof. Mazin A. M. Al Janabi

  14. Multivariate dependence and portfolio optimization algorithms under illiquid market scenarios

    Article • European Journal of Operational Research, June 2017, Elsevier

    Prof. Mazin A. M. Al Janabi

  15. Global financial crisis and dependence risk analysis of sector portfolios: a vine copula approach

    Article • Applied Economics, November 2016, Taylor & Francis

    Prof. Mazin A. M. Al Janabi

  16. Time lag dependence, cross-correlation and risk analysis of US energy and non-energy stock portfolios

    Article • Journal of Asset Management, November 2015, Springer Science + Business Media

    Prof. Mazin A. M. Al Janabi

  17. Optimal and investable portfolios: An empirical analysis with scenario optimization algorithms under crisis market prospects

    Article • Economic Modelling, June 2014, Elsevier

    Prof. Mazin A. M. Al Janabi

  18. On the appraisal of LVaR throughout the close-out period: an investment management outlook from recent global financial crisis

    Article • International Journal of Management Practice, January 2013, Inderscience Publishers

    Prof. Mazin A. M. Al Janabi

  19. Optimal commodity asset allocation with a coherent market risk modeling

    Article • Review of Financial Economics, September 2012, Wiley

    Prof. Mazin A. M. Al Janabi

  20. Risk Management in Trading and Investment Portfolios

    Article • Journal of Emerging Market Finance, August 2012, SAGE Publications

    Prof. Mazin A. M. Al Janabi

  21. Optimal and coherent economic-capital structures: evidence from long and short-sales trading positions under illiquid market perspectives

    Article • Annals of Operations Research, February 2012, Springer Science + Business Media

    Prof. Mazin A. M. Al Janabi

  22. Modeling coherent trading risk parameters under illiquid market perspective

    Article • Studies in Economics and Finance, October 2011, Emerald

    Prof. Mazin A. M. Al Janabi

  23. A generalized theoretical modelling approach for the assessment of economic-capital under asset market liquidity risk constraints

    Article • Service Industries Journal, October 2011, Taylor & Francis

    Prof. Mazin A. M. Al Janabi

  24. Derivatives securities in emerging MENA markets: Structuring lessons from other financial markets

    Article • Journal of Banking Regulation, August 2011, Springer Science + Business Media

    Prof. Mazin A. M. Al Janabi

  25. Dynamic equity asset allocation with liquidity-adjusted market risk criterion: Appraisal of efficient and coherent portfolios

    Article • Journal of Asset Management, March 2011, Springer Science + Business Media

    Prof. Mazin A. M. Al Janabi

  26. Modeling Time-Varying Volatility and Expected Returns: Evidence from the GCC and MENA Regions

    Article • Emerging Markets Finance and Trade, September 2010, Taylor & Francis

    Professor Manuchehr Irandoust, Prof. Mazin A. M. Al Janabi

  27. Incorporating Asset Liquidity Effects in Risk-Capital Modeling

    Article • Review of Middle East Economics and Finance, January 2010, De Gruyter

    Prof. Mazin A. M. Al Janabi

  28. An empirical investigation of the informational efficiency of the GCC equity markets: Evidence from bootstrap simulation

    Article • International Review of Financial Analysis, January 2010, Elsevier

    Professor Manuchehr Irandoust, Prof. Mazin A. M. Al Janabi

  29. Evaluation of Optimal and Coherent Risk-Capital Structures Under Adverse Market Outlooks

    Article • SSRN Electronic Journal, January 2010, Elsevier

    Prof. Mazin A. M. Al Janabi

  30. On the Assessment of Coherent Economic-Capital Structures

    Article • SSRN Electronic Journal, January 2010, Elsevier

    Prof. Mazin A. M. Al Janabi

  31. Commodity price risk management: Valuation of large trading portfolios under adverse and illiquid market settings

    Article • Journal of Derivatives & Hedge Funds, April 2009, Springer Science + Business Media

    Prof. Mazin A. M. Al Janabi

  32. Asset Market Liquidity Risk Management: A Generalized Theoretical Modeling Approach for Trading and Fund Management Portfolios

    Article • SSRN Electronic Journal, January 2009, Elsevier

    Prof. Mazin A. M. Al Janabi

  33. Market Liquidity and Strategic Asset Allocation: Applications to GCC Stock Exchanges

    Article • Middle East Development Journal, January 2009, Taylor & Francis

    Prof. Mazin A. M. Al Janabi

  34. On the appropriate function of trading risk management units: Primary roles and rational use of internal models

    Article • Journal of Banking Regulation, November 2008, Springer Science + Business Media

    Prof. Mazin A. M. Al Janabi

  35. Integrating Liquidity Risk Factor into a Parametric Value at Risk Method

    Article • The Journal of Trading, June 2008, Institutional Investor Journals

    Prof. Mazin A. M. Al Janabi

  36. Proactive risk management in emerging and Islamic financial markets

    Article • Humanomics, May 2008, Emerald

    Prof. Mazin A. M. Al Janabi

  37. Internal regulations and procedures for financial trading units

    Article • Journal of Banking Regulation, February 2008, Springer Science + Business Media

    Prof. Mazin A. M. Al Janabi

  38. A practical approach to market risk analysis and control: empirical test of the Mexican foreign exchange and stock markets

    Article • International Journal of Risk Assessment and Management, January 2008, Inderscience Publishers

    Prof. Mazin A. M. Al Janabi

  39. On the use of value at risk for managing foreign‐exchange exposure in large portfolios

    Article • The Journal of Risk Finance, May 2007, Emerald

    Prof. Mazin A. M. Al Janabi

  40. Risk analysis, reporting and control of equity trading exposure: Viable applications to the Mexican financial markets

    Article • Journal of Derivatives & Hedge Funds, May 2007, Springer Science + Business Media

    Prof. Mazin A. M. Al Janabi

  41. Equity trading risk management: the case of Casablanca Stock Exchange

    Article • International Journal of Risk Assessment and Management, January 2007, Inderscience Publishers

    Prof. Mazin A. M. Al Janabi

  42. Foreign‐exchange trading risk management with value at risk

    Article • The Journal of Risk Finance, May 2006, Emerald

    Prof. Mazin A. M. Al Janabi

  43. On the inception of sound derivative products in emerging markets

    Article • Journal of Financial Regulation and Compliance, April 2006, Emerald

    Prof. Mazin A. M. Al Janabi

  44. Internal risk control benchmark setting for foreign exchange exposure

    Article • Journal of Financial Regulation and Compliance, January 2006, Emerald

    Prof. Mazin A. M. Al Janabi

  45. The effects of the ‘key’ molar mass on the design of a cascade handling a multi-isotopic mixture

    Article • Annals of Nuclear Energy, January 1991, Elsevier

    Prof. Mazin A. M. Al Janabi