Hatem Ben‐Ameur

520 total citations
25 papers, 294 citations indexed

About

Hatem Ben‐Ameur is a scholar working on Finance, Economics and Econometrics and Accounting. According to data from OpenAlex, Hatem Ben‐Ameur has authored 25 papers receiving a total of 294 indexed citations (citations by other indexed papers that have themselves been cited), including 20 papers in Finance, 7 papers in Economics and Econometrics and 4 papers in Accounting. Recurrent topics in Hatem Ben‐Ameur's work include Stochastic processes and financial applications (15 papers), Capital Investment and Risk Analysis (9 papers) and Financial Markets and Investment Strategies (7 papers). Hatem Ben‐Ameur is often cited by papers focused on Stochastic processes and financial applications (15 papers), Capital Investment and Risk Analysis (9 papers) and Financial Markets and Investment Strategies (7 papers). Hatem Ben‐Ameur collaborates with scholars based in Canada, United States and Lebanon. Hatem Ben‐Ameur's co-authors include Imad Bou-Hamad, Denis Larocque, Michèle Breton, Pierre L’Ecuyer, Pascal François, Mohamed Ayadi, Richard E. Tremblay, Frank Vitaro, Louise C. Mâsse and Christiane Lemieux and has published in prestigious journals such as Management Science, European Journal of Operational Research and Journal of Banking & Finance.

In The Last Decade

Hatem Ben‐Ameur

22 papers receiving 280 citations

Peers

Hatem Ben‐Ameur

FINAN

MSOR

András Fülöp France

İbrahim Özkan Türkiye

Wolfgang Bühler Germany

Rafael Weißbach Germany

Martin Larsson United States

Alec N. Kercheval United States

Victor de la Peña United States

Daniel Lewis United States

Bertrand Maillet France

Abderrahim Taamouti United Kingdom

András Fülöp France

Hatem Ben‐Ameur

234 ×2.0

FINAN

59 ×0.7

38 ×0.5

110 ×1.9

33 ×1.2

MSOR

Citations per year, relative to Hatem Ben‐Ameur Hatem Ben‐Ameur (= 1×) peers András Fülöp

Countries citing papers authored by Hatem Ben‐Ameur

Since Specialization

Citations

This map shows the geographic impact of Hatem Ben‐Ameur's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Hatem Ben‐Ameur with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Hatem Ben‐Ameur more than expected).

Fields of papers citing papers by Hatem Ben‐Ameur

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Hatem Ben‐Ameur. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Hatem Ben‐Ameur. The network helps show where Hatem Ben‐Ameur may publish in the future.

Co-authorship network of co-authors of Hatem Ben‐Ameur

This figure shows the co-authorship network connecting the top 25 collaborators of Hatem Ben‐Ameur. A scholar is included among the top collaborators of Hatem Ben‐Ameur based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Hatem Ben‐Ameur. Hatem Ben‐Ameur is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

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20 of 20 papers shown

Ben‐Ameur, Hatem, et al.. (2025). Quasi-Maximum Likelihood for Estimating Structural Models. Studies in Nonlinear Dynamics and Econometrics. 29(4). 437–446.

Ben‐Ameur, Hatem, Rim Chérif, & Bruno Rémillard. (2016). American-style options in jump-diffusion models: estimation and evaluation. Quantitative Finance. 16(8). 1313–1324. 1 indexed citations

Ayadi, Mohamed, Hatem Ben‐Ameur, & Lawrence Kryzanowski. (2015). Typical and Tail Performance of Canadian Equity SRI Mutual Funds. Journal of Financial Services Research. 50(1). 57–94. 2 indexed citations

Ayadi, Mohamed, et al.. (2015). A dynamic program for valuing corporate securities. European Journal of Operational Research. 249(2). 751–770. 7 indexed citations

Ben‐Ameur, Hatem, et al.. (2014). Pricing Interest-Rate Derivatives with Piecewise Multilinear Interpolations and Transition Parameters. The Journal of Derivatives. 22(2). 82–109.

Ayadi, Mohamed, et al.. (2012). Canadian Investors and the Discount on Closed-End Funds. Journal of Financial Services Research. 43(1). 69–98. 3 indexed citations

Ayadi, Mohamed, Hatem Ben‐Ameur, & Lawrence Kryzanowski. (2011). Luck Versus Skill in the Cross-Section of Ethical Mutual Funds. Les Cahiers du GERAD. 1–30. 2 indexed citations

Ben‐Ameur, Hatem, et al.. (2011). Pricing the Chicago Board of Trade T-Bond futures. Quantitative Finance. 12(11). 1663–1678. 3 indexed citations

Bou-Hamad, Imad, Denis Larocque, & Hatem Ben‐Ameur. (2011). A review of survival trees. Project Euclid (Cornell University). 5(none). 118 indexed citations

10.

Bou-Hamad, Imad, Denis Larocque, & Hatem Ben‐Ameur. (2011). Discrete-time survival trees and forests with time-varying covariates. Statistical Modelling. 11(5). 429–446. 22 indexed citations

11.

Larocque, Denis, Hatem Ben‐Ameur, & Imad Bou-Hamad. (2009). Discrete-Time Survival Trees and Forests with Time-Varying Covariates: Application to Bankruptcy Data. Les Cahiers du GERAD. 1–18. 1 indexed citations

12.

Ben‐Ameur, Hatem, et al.. (2008). Dynamic Programming Approach for Valuing Options in the GARCH Model. Management Science. 55(2). 252–266. 16 indexed citations

13.

Ben‐Ameur, Hatem, et al.. (2008). An analysis of the true notional bond system applied to the CBOT T-bond futures. Journal of Banking & Finance. 33(3). 534–545. 5 indexed citations

14.

Bou-Hamad, Imad, et al.. (2007). Discrete-Time Survival Trees. Les Cahiers du GERAD. 1–24. 1 indexed citations

15.

Breton, Michèle & Hatem Ben‐Ameur. (2005). Numerical Methods in Finance. Digital Access to Libraries (Université catholique de Louvain (UCL), l'Université de Namur (UNamur) and the Université Saint-Louis (USL-B)). 26 indexed citations

16.

Ben‐Ameur, Hatem, Michèle Breton, & Pascal François. (2004). A dynamic programming approach to price installment options. European Journal of Operational Research. 169(2). 667–676. 24 indexed citations

17.

Ben‐Ameur, Hatem, Michèle Breton, & Pierre L’Ecuyer. (2002). Pricing Call and Put Options Embedded in Bonds. Les Cahiers du GERAD. 1–21. 3 indexed citations

18.

Ben‐Ameur, Hatem, Michèle Breton, & Pascal François. (2002). Pricing Installment Options with an Application to ASX Installment Warrants. Les Cahiers du GERAD. 1–19. 1 indexed citations

19.

Ben‐Ameur, Hatem, Michèle Breton, & Pierre L’Ecuyer. (2002). A Dynamic Programming Procedure for Pricing American-Style Asian Options. Management Science. 48(5). 625–643. 27 indexed citations

20.

Ben‐Ameur, Hatem, Michèle Breton, & Pierre L’Ecuyer. (1999). A Numerical Procedure for Pricing American-style Asian Options. Les Cahiers du GERAD. 1–23. 1 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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