Université de Tunis
Jihed Majdoub is Professor of finance at the Higher Institute of Management (University of Tunis, Tunisia) since September 2011 and Research Fellow at Laboratory for Research on Quantitative Development Economics, Faculty of Economics and Management of Tunis). He earned a Ph.D. in Economics from the University of Cergy-Pontoise in France. His research works focus on international diversification, financial econometrics and behavior finance. He published several papers in Economic modelling, Emerging Markets Review, North American Journal of Economics and Finance, among others.
This paper examines the dynamics and spillover behavior between time-varying optimal weights and hedge ratios in order to analyze optimal volatility allocation spillover and characteristic structure.
This paper empirically investigates the effects of the global financial crisis of 2008 on the time-varying beta of twenty firms from China and India.