Yusif Simaan

805 total citations
30 papers, 544 citations indexed

About

Yusif Simaan is a scholar working on Finance, Economics and Econometrics and Management Science and Operations Research. According to data from OpenAlex, Yusif Simaan has authored 30 papers receiving a total of 544 indexed citations (citations by other indexed papers that have themselves been cited), including 25 papers in Finance, 12 papers in Economics and Econometrics and 6 papers in Management Science and Operations Research. Recurrent topics in Yusif Simaan's work include Financial Markets and Investment Strategies (24 papers), Financial Risk and Volatility Modeling (8 papers) and Stochastic processes and financial applications (7 papers). Yusif Simaan is often cited by papers focused on Financial Markets and Investment Strategies (24 papers), Financial Risk and Volatility Modeling (8 papers) and Stochastic processes and financial applications (7 papers). Yusif Simaan collaborates with scholars based in United States, Israel and Netherlands. Yusif Simaan's co-authors include Daniel G. Weaver, David K. Whitcomb, Liuren Wu, Yi Tang, Haim Levy, James R. Lothian, Robert Ferguson, Kishore Tandon, Iftekhar Hasan and Cheng-Few Lee and has published in prestigious journals such as The Journal of Finance, Management Science and European Journal of Operational Research.

In The Last Decade

Yusif Simaan

28 papers receiving 492 citations

Peers

Yusif Simaan

FINAN

MSOR

EE

ACCOU

GEEF

Pornchai Chunhachinda Thailand

Tsong‐Yue Lai United States

Lee Price United Kingdom

Jean‐Luc Prigent France

Jérôme Teïletche France

Rudi Zagst Germany

Toshinao Yoshiba Japan

Pieter Klaassen Netherlands

Mark Britten‐Jones United Kingdom

Yasuhiro Yamai Japan

Pornchai Chunhachinda Thailand

Yusif Simaan

247 ×0.6

FINAN

161 ×0.7

MSOR

191 ×0.9

EE

55 ×0.5

ACCOU

52 ×0.8

GEEF

Citations per year, relative to Yusif Simaan Yusif Simaan (= 1×) peers Pornchai Chunhachinda

Countries citing papers authored by Yusif Simaan

Since Specialization

Citations

This map shows the geographic impact of Yusif Simaan'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 Yusif Simaan with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Yusif Simaan more than expected).

Fields of papers citing papers by Yusif Simaan

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Yusif Simaan. 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 Yusif Simaan. The network helps show where Yusif Simaan may publish in the future.

Co-authorship network of co-authors of Yusif Simaan

This figure shows the co-authorship network connecting the top 25 collaborators of Yusif Simaan. A scholar is included among the top collaborators of Yusif Simaan 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 Yusif Simaan. Yusif Simaan 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

1.

Simaan, Yusif, et al.. (2025). Revisiting the CAPM: pricing ambiguity and the size factor. European Journal of Finance. 1–28.

2.

Simaan, Yusif. (2024). Markowitz and the CAPM. Annals of Operations Research. 346(1). 673–691. 1 indexed citations

3.

Simaan, Yusif, et al.. (2022). Do we need higher-order comoments to enhance mean-variance portfolios? Evidence from a simplified jump process. International Review of Financial Analysis. 81. 102068–102068. 8 indexed citations

4.

Simaan, Yusif, et al.. (2019). Rational explanation for rule-of-thumb practices in asset allocation. Quantitative Finance. 1–15. 11 indexed citations

5.

Levy, Haim & Yusif Simaan. (2016). More possessions, more worry. European Journal of Operational Research. 255(3). 893–902. 7 indexed citations

6.

Simaan, Yusif. (2013). The opportunity cost of mean–variance choice under estimation risk. European Journal of Operational Research. 234(2). 382–391. 24 indexed citations

7.

Simaan, Yusif & Liuren Wu. (2007). Price Discovery in the U.S. Stock Options Market. The Journal of Trading. 3(1). 68–86. 3 indexed citations

8.

Porter, David C., Yusif Simaan, Daniel G. Weaver, & David K. Whitcomb. (2006). Effect of the Actual Size Rule Under Market Stress. Review of Quantitative Finance and Accounting. 26(2). 87–103. 1 indexed citations

9.

Simaan, Yusif & Liuren Wu. (2004). Price Discovery in the U.S. Stock Options Market. SSRN Electronic Journal. 1 indexed citations

10.

Simaan, Yusif, Daniel G. Weaver, & David K. Whitcomb. (2003). Market Maker Quotation Behavior and Pretrade Transparency. RePEc: Research Papers in Economics. 9 indexed citations

11.

Hasan, Iftekhar & Yusif Simaan. (2000). A rational explanation for home country bias. Journal of International Money and Finance. 19(3). 331–361. 4 indexed citations

12.

Simaan, Yusif, et al.. (1998). New Rules and Regulations. Fordham journal of corporate & financial law. 3(1). 36. 2 indexed citations

13.

Simaan, Yusif. (1997). Estimation Risk in Portfolio Selection: The Mean Variance Model Versus the Mean Absolute Deviation Model. Management Science. 43(10). 1437–1446. 142 indexed citations

14.

Ferguson, Robert & Yusif Simaan. (1996). Portfolio Composition and the Investment Horizon Revisited. The Journal of Portfolio Management. 22(4). 62–67. 6 indexed citations

15.

Simaan, Yusif, et al.. (1994). A NOTE ON THE GENERALIZED MULTIBETA CAPM. Mathematical Finance. 4(1). 67–68. 2 indexed citations

16.

Simaan, Yusif. (1993). Portfolio Selection and Asset Pricing—Three-Parameter Framework. Management Science. 39(5). 568–577. 70 indexed citations

17.

Simaan, Yusif. (1993). What is the Opportunity Cost of Mean-Variance Investment Strategies?. Management Science. 39(5). 578–587. 58 indexed citations

18.

Simaan, Yusif & Cheng-Few Lee. (1992). Alternate approach to unify CAPM and APT. Review of Quantitative Finance and Accounting. 2(4). 391–408. 2 indexed citations

19.

Simaan, Yusif. (1987). Portfolio selection and capital asset pricing for a class of non-spherical distributions of assets returns. University Microfilms International eBooks. 10 indexed citations

20.

Tandon, Kishore & Yusif Simaan. (1985). THE REACTION OF EFFECTIVE EXCHANGE RATES TO INFORMATION ABOUT INFLATION. Financial Review. 20(2). 164–179. 6 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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