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Mkaouar Farid

Personal Details

First Name:Farid
Middle Name:
Last Name:Mkaouar
Suffix:
RePEc Short-ID:pfa389
[This author has chosen not to make the email address public]

Affiliation

Département Économie, Finance, Assurance, Banque (EFAB)
Conservatoire National des Arts et Métiers (CNAM)

Paris, France
http://efab.cnam.fr/
RePEc:edi:decnafr (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Farid MKAOUAR & Jean-luc PRIGENT, 2014. "Constant Proportion Portfolio Insurance under Tolerance and Transaction Costs," Working Papers 2014-303, Department of Research, Ipag Business School.
  2. Farid Mkouar & Jean-Luc Prigent, 2014. "Long-Term Investment with Stochastic Interest and Inflation Rates Incompleteness and Compensating Variation," Working Papers 2014-301, Department of Research, Ipag Business School.

Articles

  1. Kaabia, Olfa & Abid, Ilyes & Mkaouar, Farid, 2016. "The dark side of the black gold shock onto Europe: One stock's joy is another stock's sorrow," Economic Modelling, Elsevier, vol. 58(C), pages 642-654.
  2. M. Farid & M.H.A. Davis, 1999. "Optimal consumption and exploration: A case studyin piecewise‐deterministic Markov modelling," Annals of Operations Research, Springer, vol. 88(0), pages 121-137, January.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Farid MKAOUAR & Jean-luc PRIGENT, 2014. "Constant Proportion Portfolio Insurance under Tolerance and Transaction Costs," Working Papers 2014-303, Department of Research, Ipag Business School.

    Cited by:

    1. Alex Evans, 2020. "Liquidity Provider Returns in Geometric Mean Markets," Papers 2006.08806, arXiv.org, revised Jul 2020.

  2. Farid Mkouar & Jean-Luc Prigent, 2014. "Long-Term Investment with Stochastic Interest and Inflation Rates Incompleteness and Compensating Variation," Working Papers 2014-301, Department of Research, Ipag Business School.

    Cited by:

    1. Mondher Bellalah & Akeb Hakim & Kehan Si & Detao Zhang, 2022. "Long term optimal investment with regime switching: inflation, information and short sales," Annals of Operations Research, Springer, vol. 313(2), pages 1373-1386, June.

Articles

  1. Kaabia, Olfa & Abid, Ilyes & Mkaouar, Farid, 2016. "The dark side of the black gold shock onto Europe: One stock's joy is another stock's sorrow," Economic Modelling, Elsevier, vol. 58(C), pages 642-654.

    Cited by:

    1. Claudio Morana, 2016. "Macroeconomic and Financial Effects of Oil Price Shocks: Evidence for the Euro Area," Working Papers 2016.23, Fondazione Eni Enrico Mattei.
    2. Abdelbari El Khamlichi & Thi Hong Van Hoang & Wing‐keung Wong, 2016. "Is Gold Different for Islamic and Conventional Portfolios? A Sectorial Analysis," Post-Print hal-02964594, HAL.
    3. Naeem, Muhammad Abubakr & Qureshi, Fiza & Arif, Muhammad & Balli, Faruk, 2021. "Asymmetric relationship between gold and Islamic stocks in bearish, normal and bullish market conditions," Resources Policy, Elsevier, vol. 72(C).
    4. Baur, Dirk G. & Todorova, Neda, 2018. "Automobile manufacturers, electric vehicles and the price of oil," Energy Economics, Elsevier, vol. 74(C), pages 252-262.
    5. Hoang, Thi-Hong-Van & Zhu, Zhenzhen & El Khamlichi, Abdelbari & Wong, Wing-Keung, 2019. "Does the Shari’ah screening impact the gold-stock nexus? A sectorial analysis," Resources Policy, Elsevier, vol. 61(C), pages 617-626.

  2. M. Farid & M.H.A. Davis, 1999. "Optimal consumption and exploration: A case studyin piecewise‐deterministic Markov modelling," Annals of Operations Research, Springer, vol. 88(0), pages 121-137, January.

    Cited by:

    1. Jan Obłój & Thaleia Zariphopoulou, 2021. "In memoriam: Mark H. A. Davis and his contributions to mathematical finance," Mathematical Finance, Wiley Blackwell, vol. 31(4), pages 1099-1110, October.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 2 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-CBA: Central Banking (1) 2014-06-07
  2. NEP-DGE: Dynamic General Equilibrium (1) 2014-06-07
  3. NEP-IAS: Insurance Economics (1) 2014-05-24
  4. NEP-RMG: Risk Management (1) 2014-05-24
  5. NEP-UPT: Utility Models and Prospect Theory (1) 2014-06-07

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