Mazin Al Janabi - Economic Research Forum (ERF)

Mazin Al Janabi

Research Fellows

Full Professor of Finance & Banking, EGADE Business School, Tecnológico de Monterrey (Monterrey Institute of Technology), Santa Fe Campus, Mexico City


Areas of Interest:

  • Financial Engineering
  • Portfolio Management
  • Risk Management and Derivatives Securities
  • Financial Markets and Institutions with Emphasis on Emerging Markets

Education:

  • 1994 -1995, Postgraduate Diploma (PG.DIP.) in Finance and Banking, Instituto Tecnologico Autonomo de Mexico (ITAM), MEXICO CITY, MEXICO
  • 1993-1994 Postgraduate Diploma (PG.DIP.) in Corporate Finance, Instituto Tecnologico Autonomo de Mexico (ITAM), MEXICO CITY, MEXICO
  • 1988-1991 Doctor of Philosophy (Ph.D.) in Engineering & Industrial Management/Operations Research, University of London, LONDON, ENGLAND

Experience:

  • Professor, EGADE Business School, Tecnológico de Monterrey (Monterrey Institute of Technology), Santa Fe Campus, Mexico City, Mexico, 2016 – Present
  • Professor, College of Business and Economics, United Arab Emirates University, 2013 – 2016
  • Associate Professor, College of Business and Economics, United Arab Emirates University, 2006 – 2013
  • Associate Professor, Al Akhawayn University, School of Business Administration, Morocco, 2003 – 2006
  • Director of Global Market Risk Management, Director of Asset & Liability Management, Head of Trading Risk Management, and Head of Trading of Derivative Products. Institutions: ING-Barings, BBVA-Bancomer and other International Financial Institutions, Mexico City, Mexico, New York, USA and Europe, 1993 – 2001

Latest Publications:

  • Al Janabi, Mazin A. M., Khuong Nguyen, Duc, Arreola Hernandez, Jose, Hammoudeh, Shawkat, Reboredo, Juan Carlos, “Global Financial Crisis and Dependence Risk Analytics of Sector Portfolios: A Vine Copula Approach”, Applied Economics, Vol. 49, No. 25, pp. 2409–2427, 2017. [Publisher: Routledge; Taylor & Francis Group]
  • Al Janabi, Mazin A. M., Arreola Hernandez, Jose, Berger, Theo, Khuong Nguyen, Duc, “Multivariate Dependence and Portfolio Optimization Algorithms under Illiquid Market Conditions”, European Journal of Operational Research, Vol. 259, No. 3, pp. 1121-1131, 2017. [Publisher: Elsevier, Inc.]
  • Al Janabi, Mazin A. M., “Liquidity Risk Management in Emerging and Islamic Markets in Post-Financial Crisis in Gulf Cooperation Council”, in M. Kabir Hassan, University of New Orleans (Ed.), Handbook of Empirical Research on Islam and Economic Life, 2017.
    [Publisher: Edward Elgar Publishing]
  • Al Janabi, Mazin A. M., “Value at Risk Prediction under Illiquid Market Conditions: A Comparison of Alternative Modeling Strategies”, in Buchanan, Bonnie, Nugyyen, Duc Khuong, and Boubaker, Sabri (Eds.), Risk Management in Emerging Markets: Issues, Framework and Modeling, 2016. [Publisher: Emerald Group Publishing Limited]
  • Al Janabi, Mazin A. M., Khuong Nguyen, Duc, Arreola Hernandez, Jose, Hammoudeh, Shawkat “Time lag dependence, cross-correlation and risk analysis of U.S. energy and non-energy stock portfolios”, Journal of Asset Management, Vol. 16, No. 7, pp. 467-483, 2015. [Publisher: Palgrave Macmillan Publishers Ltd.]

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