Adil Moghar

Adil Moghar
Abdelmalek Essaâdi University | UAE

Doctor of Economics & Finance

About

12
Publications
10,184
Reads
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152
Citations
Citations since 2016
12 Research Items
152 Citations
2016201720182019202020212022020406080
2016201720182019202020212022020406080
2016201720182019202020212022020406080
2016201720182019202020212022020406080

Publications

Publications (12)
Article
Full-text available
It has never been easy to invest in a set of assets, the abnormally of financial market does not allow simple models to predict future asset values with higher accuracy. Machine learning, which consist of making computers perform tasks that normally requiring human intelligence is currently the dominant trend in scientific research. This article ai...
Article
Full-text available
Volatility is an important variable in portfolio management. Generally, it is the level of risk in the market. The purpose of this article is to measure the impact of good and bad news on the evolution and risk associated with these securities in the financial market. To do so, we proceeded to use the EGARCH model (generalized autoregressive hetero...
Article
Full-text available
L'objectif de cette étude est d'analyser la littérature existante sur la finance comportementale et de tirer des conclusions et des recommandations pour de futures études dans ce domaine. L'étude est basée sur un examen de la littérature sur la finance comportementale islamique et conventionnelle. Les résultats révèlent que les investisseurs sont i...
Conference Paper
Full-text available
This paper proposes an operational founded model for portfolio optimization. The procedure used is based on redacting of asymmetry impact of the variance. This is a new approach that gives assets more accurate risk measure. The risk adjustment is based on the measure of volatility skewness. The goal here is to eliminate noisy risk. Moreover, we giv...
Article
Full-text available
This paper proposes an operational-founded model for portfolio optimization. The procedure used is based on the redacting of the asymmetry impact of the variance. This is a new approach that gives assets more accurate risk measures. The risk adjustment is based on the measure of volatility skewness and the goal here is to eliminate noisy risk. More...
Article
Full-text available
This study explains the relationship between the Moroccan automotive industry, employment and gross domestic product GDP, for this reason, a literature review on the subject was conducted, which allowed us to understand the relationship between all variables. After the analysis, the results show that the variables integration order allowed us to ap...
Conference Paper
Full-text available
The main objective of this study is to examine the effect of sickle energy consumption, renewable energy, and forest area on the emission of carbon dioxide (CO2) in Morocco. Many studies have abord this subject using a different approachs, most of which have used econometric models such as Vector Autoregressive (VAR) Error Correction Model (ECM) an...
Article
Full-text available
The factors that influence the adoption of Islamic finance in SMEs are the subject of many studies. In Morocco, no study has attempted to develop a model of adoption of Islamic finance in very small businesses. Our interest is to gain a better understanding of the internal and external determinants that influence the adoption of Islamic finance in...
Article
Full-text available
La crise sanitaire COVID-19 a provoqué une crise financière en effet les différentes marchés financiers souffrent de l'effet du virus. Les conséquences pour l'économie et pour les investissements sont réels. Notre article tend à expliquer la relation entre la propagation du coronavirus et le comportement de différents marchés boursiers. Pour cela,...
Article
Full-text available
The health crisis has led to a financial crisis and the various stock markets are also suffering from the virus. The consequences for the economy and individual investments are real. Therefore, our article tends to explain the relationship between the spread of the Coronavirus and the financial market behavior. To this end, we use the Non-linear Au...
Conference Paper
Full-text available
Numerous empirical studies show that portfolio returns are generally asymmetric. In this paper, returns follow non-normal distribution, the mean-variance theory is generally based on normal distribution, also the standard-deviation associated with assets some time shows more risk for up-side return than the down-side and vice-versa, which will nois...
Conference Paper
Full-text available
Dans le contexte de la finance islamique, la gestion de portefeuille souffre de beaucoup de limitations, les ventes à découvert ne sont pas autorisées, pas d'actifs sans risques, ainsi que le nombre des actions conformes à la Sharia change selon des filtres et des procédures fixées par les sociétés d'édition et d'information financière des indices...

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