Author

Ali Awada

Institution: NEOMA Business School

Observed institution: NEOMA Business School

ORCID: 0009-0009-4044-1664

Observed ORCID: 0009-0009-4044-1664

OpenAlex ID: A5128610700

Multi-Channel Composite Indicator for FX Portfolio Crises: Architecture, Evaluation, and the Limits of Small-Sample Calibration

2026 · Ali Awada · SSRN Electronic Journal

GARP: Generalized Adaptive Rank Portfolio A Crisis-Adaptive, Assumption-Free Framework for Portfolio Construction

2026 · Ali Awada · SSRN Electronic Journal

VDX: A Volatility Divergence Index for Predicting Foreign Exchange Portfolio Crises

2026 · Ali Awada · SSRN Electronic Journal

Works count: 3

Citation count:

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