Domaines de recherche
- Gestion des risques / Gestion des actifs internationaux / Finance Internationale
Domaines d'enseignement
- Analyse financière / Finance d'entreprise / Finance Internationale / Mathématiques financières / Introduction aux normes comptables internationales
Publications des cinq dernières années
Articles
NABLI, M.A., HAMDI, H. et BEN SLIMANE, I. (2025). Modelling Systematic Risk in the European Football Sector: Evidence from Listed Clubs and Market Indices. International Review of Economics & Finance, 104, pp. 104702.
NABLI, M.A., BEN SLIMANE, I. et HAMDI, H. (2025). Quantile-on-Quantile Connectedness Between European Football Clubs and Bitcoin: Insights for Safe-Haven Assets and Portfolio Optimization. Journal of Risk Finance, 26(5), pp. 784–804.
GHORBALI, B., KAABIA SELIM, O., JAWADI, C., UROM, C. et BEN SLIMANE, I. (2023). Wheat as a hedge and safe haven for equity investors during the Russia–Ukraine war. Finance Research Letters, 58, pp. 104534.
HACHICHA, N., BEN AMAR, A., BEN SLIMANE, I., BELLALAH, M. et PRIGENT, J.L. (2022). Dynamic connectedness and optimal hedging strategy among commodities and financial indices. International Review of Financial Analysis, 83, pp. 102290.
MANSOUR, W., HAMDI, H., MAJDOUB, J. et BEN SLIMANE, I. (2020). Volatility spillover and hedging effectiveness among crude oil and Islamic markets: evidence from the Gulf region. European Journal of Comparative Economics, 17(1), pp. 103-126.
Conférences et autres contributions
BEN SLIMANE, I. et MAJDOUB, J. (2024). Exploring Limit Order Book Behavior through Generative AI Modeling. Dans: Quantitative Finance & Data Analytics Meeting (QFDAM) Annual Conference. Paris.
CHAABI, S., HAMDI, H. et BEN SLIMANE, I. (2024). Excessive co-movements between stock market, oil market, and geopolitical risk during the Russo-Ukrainian crises. Dans: Quantitative Finance & Data Analytics Meeting (QFDAM) Annual Conference. Paris.