A. Seddik Meziani - Academia.edu (original) (raw)

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Papers by A. Seddik Meziani

Mathematical and Computer Modelling, 1988

Multinational Business Review, 2003

The analytic hierarchy process (AHP) is an expert‐driven system that has been applied to numerous... more The analytic hierarchy process (AHP) is an expert‐driven system that has been applied to numerous fields but has yet to be applied to portfolio selection. This study shows how the AHP can be modeled to effectively assess barriers to cross‐border investments. It demonstrates that it is capable of effectively contributing to the selection of an optimal investment portfolio (OIP), herein a diversified portfolio composed of national markets where barriers to capital flows are least likely to adversely affect its return.

The Journal of Index Investing

Journal of Applied Business Research (JABR), 2011

Securitization is a powerful financing tool that has gained prominence in recent time. In this st... more Securitization is a powerful financing tool that has gained prominence in recent time. In this study, securitization refers to the process whereby securities are issued to investors using a dedicated pool of automobile loans as collateral. A total of 206 outstanding auto loan-backed securities are used to analyze their prepayment risk. A thorough analysis of voluntary prepayment behavior identifies the key variables that influence prepayment behavior. These variables explain about 69% of its variation.

International Business & Economics Research Journal (IBER), 2011

This article examines the characteristics and performance of selected Chinas financial indexes. A... more This article examines the characteristics and performance of selected Chinas financial indexes. Although several indexes were recently made available, this study focuses on three in particular because they are compiled using distinct methodologies. Based on the differences in their composition, they were categorized as either global or investable indexes, herein indexes composed of shares that are readily available for trading in the market. From a portfolio diversification perspective, this study found that U.S. investors seeking exposure to China stand to gain the most from funds tracking the Standard & Poors/CITIC 50 Index (a global index) than from those tracking the FTSE/Xinhua China 25 Indexor the Halter USX China Index (investable indexes). Its risk-return characteristics, along with other performance evaluation measures used, show that it is most efficient in providing international diversification benefits.

International Business & Economics Research Journal (IBER), 2011

This study reviews international diversification using new sets of global and regional indices of... more This study reviews international diversification using new sets of global and regional indices of multinational companies. Contrary to previous studies, it can be demonstrated that U.S. investors can aspire to strategically balanced portfolios through positioning in these indices. On might think that, because U.S.- and European -based companies frequently dominate these indices this might lead to poor diversification benefits. After all, one could argue that policymakers from the U.S. and the other major economies are increasingly coordinating their macroeconomic decisions resulting in the same monetary and public policies that affect a portfolio of purely domestic firms. Our results, however, show that it is far from being the case.

Exchange-Traded Funds as an Investment Option, 2006

Exchange-Traded Funds, 2016

Mathematical and Computer Modelling, 1988

Multinational Business Review, 2003

The Journal of Index Investing

Journal of Applied Business Research (JABR), 2011

International Business & Economics Research Journal (IBER), 2011

Exchange-Traded Funds as an Investment Option, 2006

Exchange-Traded Funds, 2016