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Messaoud Chibane

Building Curves on a Good Basis
2009 · Messaoud Chibane, JayaPrakash Selvaraj, et al. · SSRN Electronic Journal · 32
Portfolio selection: should investors include crypto‐assets? A multiobjective approach
2022 · Meriem Youssef, Bouthaina Ben Naoua, et al. · International Transactions in Operational Research · 25
Is Bitcoin the best safe haven against geopolitical risk ?
2024 · Messaoud Chibane, Nathalie Janson · Finance research letters · 22
The ESG-efficient frontier under ESG rating uncertainty
2024 · Messaoud Chibane, Mathieu Joubrel · Finance research letters · 11
Portfolio optimization in the presence of tail correlation
2023 · Fouad Ben Abdelaziz, Messaoud Chibane · Economic Modelling · 9
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Do Bitcoin Stylized Facts Depend on Geopolitical Risk?
2020 · Messaoud Chibane, Nathalie Janson · SSRN Electronic Journal · 9
A Quadratic Volatility Cheyette Model
2012 · Messaoud Chibane, Dikman Law · SSRN Electronic Journal · 8
Can corporate social performance mitigate the risk of extreme stock returns?
2024 · Fouad Ben Abdelaziz, Messaoud Chibane, et al. · The Quarterly Review of Economics and Finance · 6
Is the fed failing to re-anchor expectations? An analysis of jumps in inflation swaps
2023 · Messaoud Chibane, Ano Kuhanathan · Finance research letters · 6
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Explicit Volatility Specification for the Linear Cheyette Model
2012 · Messaoud Chibane · SSRN Electronic Journal · 6
Can COVID-19 solve the equity premium puzzle?
2022 · Messaoud Chibane · Applied Economics · 4
Malinvestment and Crisis-Emergent Asset Comovement: The Problem of Latent Correlation
2020 · Messaoud Chibane, Amadeus Gabriel, et al. · SSRN Electronic Journal · 4
Dynamic asset allocation and consumption with the indirect utility function
2024 · Messaoud Chibane, Pierre Six · Finance research letters · 3
Analytical Option Pricing for Time Dependent Quadratic Local Volatility Models
2011 · Messaoud Chibane · SSRN Electronic Journal · 3
Is Bitcoin fragility systematically related to global uncertainty?
2026 · Bastien Buchwalter, Messaoud Chibane, et al. · Finance research letters · 1
The impact of bank money on stock market integration: evidence from the Eurozone
2024 · Messaoud Chibane, Amadeus Gabriel, et al. · European Journal of Finance · 1
Discounting Consistently with Collateral Posting
2012 · Messaoud Chibane, Yi-Chen Huang, et al. · SSRN Electronic Journal · 1
Value booms
2026 · Messaoud Chibane, Victoria Dobrynskaya, et al. · Journal of Banking & Finance
Examining the impact of natural gas price volatility on Euro zone inflation expectations
2025 · Messaoud Chibane, Ano Kuhanathan · The Quarterly Review of Economics and Finance
Durable goods, rare disasters, and the value premium
2025 · Messaoud Chibane, Gabriel A. Giménez Roche, et al. · European Journal of Finance
Housing rare disaster events and asset prices
2025 · Messaoud Chibane, Patrice Poncet · Economic Modelling
Housing, Risk Aversion and Asset Prices
2022 · Abraham Lioui, Messaoud Chibane, et al. · SSRN Electronic Journal
Asset Pricing with Housing Booms and Disasters
2017 · Messaoud Chibane, Abraham Lioui, et al. · SSRN Electronic Journal
Taking Collateral into Account
2012 · Messaoud Chibane, Yi-Chen Huang, et al. · Elsevier eBooks
A Volatile Interest in Local Volatility: A Hybrid Model for Long Dated Equity Structures
2012 · Messaoud Chibane, Dikman Law · SSRN Electronic Journal
Works count: 28
Citation count: 151
H-index: 7
I10-index: 4
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