Walid Mansour

Walid Mansour is currently senior advisor at the Saudi Arabian Monetary Authority and Associate Professor of Finance at the University of Sousse in Tunisia. He previously was a research and teaching fellow at the University of Kansas. His research interests cover Islamic finance and corporate finance.

Articles by Walid Mansour

Original research

Optimal weights and hedge ratio behavior in Brent oil and Islamic Gulf stock markets

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.

25 Jun 2020