Browsing Fahmy, Hany by Issue Date
Now showing items 1-8 of 8
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On financial statements modelling and fundamental analysis
(HF Consulting, 2014) -
Financial analysis, asset allocation, and portfolio construction: Theory & practice
(HF Consulting, 2014) -
Modelling nonlinearities in commodity prices using smooth transition regression models with exogenous transition variables
(Statistical Methods & Applications, 2014)This paper investigates the nonlinearities in commodity prices using smooth transition regression (STR) models. What distinguishes this paper from the majority of the studies in the smooth transition literature is its use ... -
Asset allocation and security selection in theory & in practice: A literature survey from a practitioner’s perspective
(Applied Finance and Accounting, 2015)Whether for the sake of trying to make a fortune or for the sake of knowledge, both practitioners and academicians have had interests in studying the behavior of financial time series data since the existence of financial ... -
Evidence that financial markets are efficient sometimes and inefficient most of the times
(Rimini Conference in Economics and Finance, 2016)The issue of market efficiency attracted the attention of academicians since the existence of financial markets. Over time, two schools of thoughts were established: the efficient markets school and the behavioral finance ... -
The mathematics of statistical modelling: Abstract to specific
(HF Consulting, 2017) -
Testing the empirical validity of the adaptive markets hypothesis
(Review of Economic Analysis, 2018)The issue of market efficiency attracted the attention of academicians since the existence of financial markets. Over time, two schools of thoughts were established: the efficient markets school and the behavioral finance ... -
Classifying and modeling nonlinearity in commodity prices using Incoterms
(The Journal of International Trade & Economic Development, 2019)This paper proposes a novel approach of classifying and modeling the nonlinear behavior of commodity prices using regime-switching models with exogenous transition variables. The approach rests on using the International ...
