Portfolio performance sensitivity for various asset-pricing kernels. - Mohamed A. Ayadi; Lawrence Kryzanowski (Comput. Oper. Res., 2008)

A dynamic program for valuing corporate securities. - Mohamed A. Ayadi; Hatem Ben-Ameur; Tarek Fakhfakh (Eur. J. Oper. Res., 2016)

NORTA for portfolio credit risk. - Mohamed A. Ayadi; Hatem Ben-Ameur; Nabil Channouf; Quang Khoi Tran (Ann. Oper. Res., 2019)