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Hassen Raïs
(Hassen Rais)

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Personal Details

First Name:Hassen
Middle Name:
Last Name:Rais
Suffix:
RePEc Short-ID:pra937
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Affiliation

École Supérieure des Sciences Commerciales d'Angers (ESSCA)

Angers/Paris, France
http://www.essca.fr/
RePEc:edi:esscafr (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Chapters

Working papers

  1. Hassen Raîs, 2016. "Idiosyncratic Risk and the Cross-Section of European Insurance Equity Returns," Post-Print hal-01764088, HAL.
  2. Hassen Raîs, 2016. "Empirical determinants of business insurances in Non-financial Firms: Are they different from derivatives' determinants?," Post-Print hal-01766113, HAL.
  3. Marc Fréchet & Hassen Raîs, 2015. "Les managers raisonnent-ils par options réelles ? Une étude exploratoire des déterminants," Post-Print hal-01764120, HAL.

Articles

  1. Salma Mefteh-Wali & Hassen Rais & Guillaume Schier, 2024. "Is CSR linked to idiosyncratic risk? Evidence from the copula approach," Annals of Operations Research, Springer, vol. 334(1), pages 799-814, March.
  2. Waël Louhichi & Hassen Rais, 2019. "Refinement of the hedging ratio using copula-GARCH models," Journal of Asset Management, Palgrave Macmillan, vol. 20(5), pages 403-411, September.

Chapters

  1. Hassen RAÏS, 2022. "Exchange Market Volatility Spillover in Time of Crisis: Evidence from a Smooth Transition Regression Application," Springer Books, in: Hachmi BEN AMEUR & Zied FTITI & Wael LOUHICHI & Jean-Luc PRIGENT (ed.), Crises and Uncertainty in the Economy, chapter 0, pages 71-80, Springer.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

    Sorry, no citations of working papers recorded.

Articles

  1. Waël Louhichi & Hassen Rais, 2019. "Refinement of the hedging ratio using copula-GARCH models," Journal of Asset Management, Palgrave Macmillan, vol. 20(5), pages 403-411, September.

    Cited by:

    1. Héctor Alonso Olivares Aguayo, 2021. "Portafolios mexicanos tradicionales y no tradicionales," Revista de Investigación en Ciencias Contables y Administrativas, Universidad Michoacana de San Nicolás de Hidalgo, Facultad de Contaduría y Ciencias Administrativas, vol. 6(2), pages 3-25, July.
    2. Héctor Alonso Olivares Aguayo, 2021. "Portafolios mexicanos tradicionales y no tradicionales," Revista de Investigación en Ciencias Contables y Administrativas, Universidad Michoacana de San Nicolás de Hidalgo, Facultad de Contaduría y Ciencias Administrativas, vol. 6(2), pages 3-25, July.

Chapters

    Sorry, no citations of chapters recorded.

More information

Research fields, statistics, top rankings, if available.

Statistics

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NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 2 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-IAS: Insurance Economics (2) 2018-05-07 2018-05-14. Author is listed
  2. NEP-RMG: Risk Management (2) 2018-05-07 2018-05-14. Author is listed
  3. NEP-SBM: Small Business Management (1) 2018-05-14. Author is listed

Corrections

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