RAIS Hassen

Associate Professor
Imagen
RAIS Hassen
Description

Status: MSc Program Director

Department: Finance

Degrees and Specialization: PhD in Management Science – University of Toulouse Capitole, Engineer in Statistics – ENSSEA.

Research Areas: Corporate Finance, Quantitative Finance, Financial Risk Management, Machine Learning

Courses Taught: Data Science, International Finance, Portfolio Management, Risk Management, Econometrics

Selected Publications:

  1. RAÏS, H. (2022), “Volatility spillovers across financial crises with Smooth transition regression application”, Chapter 4, “Crises and Uncertainty in the Economy”, Springer.
  2. MEFTEH-WALI, S., RAÏS, H., SCHIER, G., (September 2022), “CSR & idiosyncratic risk dependance with Copula approach”, Annals of Operations Research.
  3. LOUHICHI, W., RAÏS, H., (2019), “Refinement of the hedging ratio using Copula-GARCH models”, Journal of Asset Management, vol. 20, no. 5, pp. 403-411.
  4. FRECHET, M. RAÏS, H., (2018), “Les Managers raisonnent-ils par options réelles ? Une étude exploratoire des déterminants”, Management Prospective Ed. « Management & Avenir », N° 106, pp, 15 – 35.
  5. RAÏS, H., (2016), “Idiosyncratic risk and the cross-section of European Insurance equity 2 returns”, International Journal of Trade, Economics and Finance, Vol. 7, No. 6, pp. 229 – 237.