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Majeed Simaan, Ph.D., FRM
Title
Cited by
Cited by
Year
Estimation error in mean returns and the mean-variance efficient frontier
M Simaan, Y Simaan, Y Tang
International Review of Economics & Finance 56, 109-124, 2018
202018
Filtering for risk assessment of interbank network
M Simaan, A Gupta, K Kar
European Journal of Operational Research 280 (1), 279-294, 2020
172020
In search of return predictability: Application of machine learning algorithms in tactical allocation
K Boudt, M Cela, M Simaan
Machine Learning for Asset Management: New Developments and Financial …, 2020
13*2020
Rational explanation for rule-of-thumb practices in asset allocation
M Simaan, Y Simaan
Quantitative Finance 19 (12), 2095-2109, 2019
112019
When positive sentiment is not so positive: Textual analytics and bank failures
A Gupta, M Simaan, MJ Zaki
SSRN, 2017
112017
The risk of expected utility under parameter uncertainty
N Lassance, A Martín-Utrera, M Simaan
Management Science, 2024
10*2024
Estimation risk and the implicit value of index-tracking
B Clark, C Edirisinghe, M Simaan
Quantitative Finance 22 (2), 303-319, 2022
102022
A machine learning efficient frontier
B Clark, Z Feinstein, M Simaan
Operations Research Letters 48 (5), 630-634, 2020
82020
Do we need higher-order comoments to enhance mean-variance portfolios? Evidence from a simplified jump process
K Khashanah, M Simaan, Y Simaan
International Review of Financial Analysis 81, 102068, 2022
6*2022
Pricing Banks: Risk and Return in an Opaque Industry
M Clark, Brian J. and Francis, Bill B. and Simaan
https://ssrn.com/abstract=3558546, 2022
6*2022
Pricing Model Complexity: The Case for Volatility-Managed Portfolios
BJ Clark, AR Siddique, M Simaan
Machine Learning and Data Sciences for Financial Markets: A Guide to …, 2021
6*2021
Investigating bank failures using text mining
A Gupta, M Simaan, MJ Zaki
2016 IEEE Symposium Series on Computational Intelligence (SSCI), 1-8, 2016
52016
Buy the dip?
S Bonini, T Shohfi, M Simaan
European Financial Management, 2023
4*2023
The Value of Data: Analyst Vs. Machine
S Bonini, T Shohfi, M Simaan, G Zhou
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3399746, 2023
3*2023
Partial index tracking enhanced mean-variance portfolio
Z Cai, Z Cui, M Simaan
Available at SSRN 3837397, 2021
12021
Working with crsp/compustat in r: Reproducible empirical asset pricing
M Simaan
Simaan, Majeed.(2020). Working with CRSP/COMPUSTAT in R: Reproducible …, 2021
12021
Balancing Returns and Responsibility: Evidence from Shrinkage-based Portfolios
C Makridis, M Simaan
Available at SSRN 4597152, 2023
2023
Improved Estimation of the Covariance Matrix using Reinforcement Learning
C Lu, M Simaan
Available at SSRN 4081502, 2022
2022
Reproducible Research in Portfolio Selection
M Simaan
https://rpubs.com/simaan84/KWZ_port, 2022
2022
The opportunity cost of hedging under incomplete information: Evidence from ETF/Ns
Z Cui, M Simaan
Journal of Futures Markets 41 (11), 1775-1796, 2021
2021
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Articles 1–20