Majeed Simaan, Ph.D., FRM
Stevens Institute of Technology
H-index: 8
North America-United States
Top articles of Majeed Simaan, Ph.D., FRM
Title | Journal | Author(s) | Publication Date |
|---|---|---|---|
Measuring Bank Complexity Using Xai | Available at SSRN | Shengyu Huang Majeed Simaan Yi Tang | 2024/4/5 |
Use and Misuse of Interpretability in Machine Learning | Forthcoming in Journal of Financial Transformation | Brian J Clark Akhtar R Siddique Majeed Simaan | 2024/3/26 |
The risk of expected utility under parameter uncertainty | Management Science, forthcoming | Nathan Lassance Alberto Martin-Utrera Majeed Simaan | 2023 |
Buy the dip? | European Financial Management | Stefano Bonini Thomas Shohfi Majeed Simaan | 2023 |
The Value of Data: Analyst Vs. Machine | Stefano Bonini Thomas Shohfi Majeed Simaan Guofu Zhou | 2023/12/11 | |
Balancing Returns and Responsibility: Evidence from Shrinkage-based Portfolios | Available at SSRN 4597152 | Christos Makridis Majeed Simaan | 2023/10/9 |
Improved Estimation of the Covariance Matrix using Reinforcement Learning | Available at SSRN 4081502 | Cheng Lu Majeed Simaan | 2022/10/11 |
Do we need higher-order comoments to enhance mean-variance portfolios? Evidence from a simplified jump process | International Review of Financial Analysis | Khaldoun Khashanah Majeed Simaan Yusif Simaan | 2022/5/1 |
Estimation risk and the implicit value of index-tracking | Quantitative Finance | Brian Clark Chanaka Edirisinghe Majeed Simaan | 2022/2/1 |
Reproducible Research in Portfolio Selection | Majeed Simaan | 2022 | |
The opportunity cost of hedging under incomplete information: Evidence from ETF/Ns | Journal of Futures Markets | Zhenyu Cui Majeed Simaan | 2021/11 |
Pricing Model Complexity: The Case for Volatility-Managed Portfolios | Machine Learning and Data Sciences for Financial Markets: A Guide to Contemporary Practices (2023). Edited by A. Capponi and CA Lehalle. Cambridge University Press | Brian J Clark Akhtar R Siddique Majeed Simaan | 2021/7/25 |
Partial index tracking enhanced mean–variance portfolio | International Journal of Finance & Economics | Zhaokun Cai Zhenyu Cui Majeed Simaan | 2021/4/30 |
Working with crsp/compustat in r: Reproducible empirical asset pricing | Simaan, Majeed.(2020). Working with CRSP/COMPUSTAT in R: Reproducible Empirical Asset Pricing | Majeed Simaan | 2021/3/31 |
In search of return predictability: Application of machine learning algorithms in tactical allocation | Machine Learning for Asset Management: New Developments and Financial Applications | Kris Boudt Muzafer Cela Majeed Simaan | 2020/6/30 |
Filtering for risk assessment of interbank network | European Journal of Operational Research | Majeed Simaan Aparna Gupta Koushik Kar | 2020/1/1 |
A machine learning efficient frontier | Operations Research Letters | Brian Clark Zachary Feinstein Majeed Simaan | 2020/9/1 |
Co-Authors
