Areas of Interest:

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

Education:

• Doctor of Philosophy (Ph.D.) in Engineering & Industrial Management/Operations Research, University of London, LONDON, ENGLAND, 1988-1991 
• Master of Science (M.Sc.) in Engineering, University of London, LONDON, ENGLAND, 1986-1988 
• Bachelor of Science (B.Sc.) in Engineering, University of Baghdad, College of Engineering, BAGHDAD, IRAQ, 1980-1985

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., and Arreola Hernandez, Jose, “Forecasting of dependence, market and investment risks of a global index portfolio”. Journal of Forecasting, Vol. 39, No. 3, pp. 512-532, 2020. [Publisher: Wiley-Blackwell].
• Al Janabi, Mazin A. M., Ferrer, Roman, and Shahzad, Syed Jawad Hussain, “Liquidity-adjusted value-at-risk optimization of a multi-asset portfolio using a vine copula approach”. Physica A: Statistical Mechanics and its Applications, Vol. 536, 122579, 2019. [Publisher: Elsevier, Inc.]
• Al Janabi, Mazin A. M., Grillini, Stefano, Sharma, Abhijit, Ozkan, Aydin, “Pricing of time-varying illiquidity within the Eurozone: Evidence using a Markov switching liquidity-adjusted capital asset pricing model“. International Review of Financial Analysis, Vol. 64, pp. 145-158, 2019. [Publisher: Elsevier, Inc.]
• 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., 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]