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Chaker Aloui

Professor

Faculty Member

كلية إدارة الأعمال
Male Campus, Second Floor, Office S28

نبذة تعريفية / مختصر السيرة الذاتية

Dr. Chaker Aloui holds MSc and a PhD in Finance from El Manar University, Tunis (Tunisia) and obtains his HDR (Habilitation for Supervising Doctoral Research) in Management Sciences in March 2003. In 2006, he co-founded a Unit Research Group (International Finance Group- Tunisia). In September 2012, he joined the Department of Finance at the College of Business Administration, CBA, (King Saud University) as Full Professor of Finance. Before joining CBA, he served as Assistant Professor of Finance at the Faculty of Management and Economic Sciences of Tunis (FSEGT), El Manar University (1996-2008) and as Associate Professor of Finance at the High Institute of Accounting and Business Administration (ISCAE), Manouba University, Tunisia (2008-2012).

His principal research area is related to theoretical and quantitative finance. His research interests are focused on emerging markets finance, Islamic financial markets, energy finance, volatility forecasting, risk quantification and management in international financial and commodity markets. His main research papers are published in highly ranked refereed journal including, Quantitative Finance, International Economics, Energy Economics, Energy Policy, Emerging Markets Review, Economic Modelling, Policy Modelling, Journal of International Financial Markets & Institutions, Journal of Energy Markets, North American Journal of Economics and Finance, International Journal of Business.

المنشورات
المزيد ...

publications

This paper examines the short term and long term dependencies between stock market returns for the Gulf Cooperation Council (GCC) Countries (Bahrain, Kuwait, Oman, Qatar, Saudi Arabia, and the…

بواسطة C. Aloui & B. Hkiri
2014
publications

This paper addresses the question whether dual long memory (LM), asymmetry and structural breaks in stock market returns matter when forecasting the value at risk (VaR) and expected shortfall (ES…

2014
publications

We assess the co-movement between the sharia-compliant stocks and sukuk in the Gulf Cooperation Council (GCC) countries. The wavelet squared coherency approach is applied to daily data covering…

بواسطة S. Hammoudeh & H. Ben Hamida
2015

المواد الدراسية
المزيد ...

course

The course objectives are:          1- Describe asset allocation strategies. 2 - Evaluate the risk and return characteristics of portfolios 3- Design optimal risky portfolio…

course

Chapter 1 - Introduction to derivative markets & securities

course

financial management - PART 1 Course outline Introduction ​chapter 1 : Investment setting ​chapter 2: Introduction to portfolio Management ​chapter 3:  Multifactor…