| 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 | 25 | 2018 |
| Filtering for risk assessment of interbank network M Simaan, A Gupta, K Kar European Journal of Operational Research 280 (1), 279-294, 2020 | 20 | 2020 |
| 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 | 18* | 2020 |
| The risk of expected utility under parameter uncertainty N Lassance, A Martín-Utrera, M Simaan Management Science, 2024 | 17* | 2024 |
| A machine learning efficient frontier B Clark, Z Feinstein, M Simaan Operations Research Letters 48 (5), 630-634, 2020 | 14 | 2020 |
| Estimation risk and the implicit value of index-tracking B Clark, C Edirisinghe, M Simaan Quantitative Finance 22 (2), 303-319, 2022 | 13 | 2022 |
| When positive sentiment is not so positive: Textual analytics and bank failures A Gupta, M Simaan, MJ Zaki SSRN, 2017 | 12 | 2017 |
| 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 | 11* | 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 | 11* | 2021 |
| Rational explanation for rule-of-thumb practices in asset allocation M Simaan, Y Simaan Quantitative Finance 19 (12), 2095-2109, 2019 | 11 | 2019 |
| 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 |
| Buy the dip? S Bonini, T Shohfi, M Simaan European Financial Management 30 (4), 2033-2070, 2024 | 5* | 2024 |
| Investigating bank failures using text mining A Gupta, M Simaan, MJ Zaki 2016 IEEE Symposium Series on Computational Intelligence (SSCI), 1-8, 2016 | 5 | 2016 |
| 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 | 4* | 2023 |
| Partial index tracking enhanced mean–variance portfolio Z Cai, Z Cui, M Simaan International Journal of Finance & Economics, 2024 | 2 | 2024 |
| Balancing Returns and Responsibility: Evidence from Shrinkage-based Portfolios C Makridis, M Simaan Available at SSRN 4597152, 2023 | 2 | 2023 |
| Reproducible Research in Portfolio Selection M Simaan https://rpubs.com/simaan84/KWZ_port, 2022 | 2 | 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 | 2 | 2021 |
| The Economic Value of Mean Squared Error: Evidence from Portfolio Selection Z Cai, Z Cui, N Lassance, M Simaan Available at SSRN 4856139, 2024 | 1 | 2024 |
| Working with crsp/compustat in r: Reproducible empirical asset pricing M Simaan Simaan, Majeed.(2020). Working with CRSP/COMPUSTAT in R: Reproducible …, 2021 | 1 | 2021 |
Brian ClarkAssistant Professor, Rensselaer Polytechnic InstituteПодтвержден адрес электронной почты в домене rpi.edu
Aparna GuptaRensselaer Polytechnic InstituteПодтвержден адрес электронной почты в домене rpi.edu
Nathan LassanceLFIN/LIDAM, UCLouvainПодтвержден адрес электронной почты в домене uclouvain.be
Tom ShohfiAssociate Professor of Finance, Wayne State University - Mike Ilitch School of BusinessПодтвержден адрес электронной почты в домене wayne.edu
Alberto Martín-UtreraIowa State UniversityПодтвержден адрес электронной почты в домене iastate.edu
Mohammed J. ZakiProfessor & Head, Computer Science Department, RPIПодтвержден адрес электронной почты в домене cs.rpi.edu
Stefano BoniniAssociate professor of finance, Stevens Institute of TechnologyПодтвержден адрес электронной почты в домене stevens.edu
Zhenyu CuiAssociate Professor, School of Business, Stevens Institute of TechnologyПодтвержден адрес электронной почты в домене stevens.edu
Koushik KarElectrical, Computer and Systems Engineering, Rensselaer Polytechnic InstituteПодтвержден адрес электронной почты в домене ecse.rpi.edu
Zachary FeinsteinStevens Institute of TechnologyПодтвержден адрес электронной почты в домене stevens.edu
Kris BoudtGhent University, Vrije Universiteit Brussel, Vrije Universiteit AmsterdamПодтвержден адрес электронной почты в домене ugent.be
Abena Fosua OwusuMontclair State UniversityПодтвержден адрес электронной почты в домене montclair.edu
Christos Andreas MakridisDepartment of Veterans Affairs, Columbia University, and Stanford UniversityПодтвержден адрес электронной почты в домене stanford.edu
Papa Momar NdiayeStevens Institute of TechnologyПодтвержден адрес электронной почты в домене stevens.edu
Guofu ZhouWashington University in St. LouisПодтвержден адрес электронной почты в домене wustl.edu
