Details about Fathi Abid

Access statistics for papers by Fathi Abid.

Last updated 2026-03-12. Update your information in the RePEc Author Service.

Short-id: pab596

Working Papers

2020

1. Applying Dynamic Training-Subset Selection Methods Using Genetic Programming for Forecasting Implied Volatility
   Papers, arXiv.org
2. Dynamic Hedging using Generated Genetic Programming Implied Volatility Models
   Papers, arXiv.org

2014

3. Dynamic asset allocation for bank under stochastic interest rates
   MPRA Paper, University Library of Munich, Germany

Journal Articles

2025

1. Continuous-Time Convertible Lease Pricing and Firm Value
   Computational Economics, 2025, 66, (4), 2645-2674
2. Convertible lease risk spread modeling with correlation
   Decisions in Economics and Finance, 2025, 48, (1), 747-773
3. Corporate full-scale hedging and pricing of high-risk growth investment option
   Review of Derivatives Research, 2025, 28, (3), 1-42
4. Financial decision making under optimal control and Markov switching double exponential jump process
   Review of Derivatives Research, 2025, 28, (1), 1-34
5. Pollution-adjusted optimal leasing value of oil and gas reserves
   Environmental Economics and Policy Studies, 2025, 27, (2), 203-230
6. The Extent to which Contingent Convertible Leasing Protects Bank Deposits:A Barrier Option Approach
   China Finance and Economic Review, 2025, 14, (1), 113-129

2022

7. Contingent convertible lease modeling and credit risk management
   Financial Innovation, 2022, 8, (1), 1-29 View citations (5)

2018

8. Time–frequency wavelet analysis of the interrelationship between the global macro assets and the fear indexes
   Physica A: Statistical Mechanics and its Applications, 2018, 490, (C), 1028-1045 View citations (7)

2016

9. Financial development and economic growth in MENA countries
   Journal of Policy Modeling, 2016, 38, (6), 1099-1117 View citations (5)

2012

10. Does A Logical Coherence Relationship Exist between Strategic Financial Decisions?
    Journal of Asian Business Strategy, 2012, 2, (4), 77-83
11. Market Liquidity Behaviour in Futures Markets: Empirical Evidence
    Asian Economic and Financial Review, 2012, 2, (1), 192-206

2011

12. Selected MENA countries' attractiveness to G7 investors
    Economic Modelling, 2011, 28, (5), 2197-2207 View citations (8)

2009

13. A methodology for the choice of the best fitting continuous-time stochastic models of crude oil price
    The Quarterly Review of Economics and Finance, 2009, 49, (3), 971-1000 View citations (1)

2000

14. Global Economy Quarterly, Issue 3
    Global Economy Journal, 2000, 1, (3), 109 View citations (1)