IIUM Repository

Ms Mimi Hafizah Abdullah

KULLIYYAH OF SCIENCE

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  1. Harun, Hanani Farhah and Bakar, Maharani Abu and Abdullah, Mimi Hafizah (2024) Semiparametric option-implied information and median-variance approach: a game-changer in integrating sustainable practices in portfolio optimization. International Journal of Sustainable Development and Planning, 19 (6). pp. 2229-2241. ISSN 1743-7601 E-ISSN 1743-761X
  2. Harun, Hanani Farhah and Abdullah, Mimi Hafizah (2023) Wavelet transform in stock prices forecasting and related financial data. In: 1ST INTERNATIONAL POSTGRADUATE CONFERENCE ON OCEAN ENGINEERING TECHNOLOGY AND INFORMATICS 2021 (IPCOETI 2021), 21 June 2021, Kuala Trengganu.
  3. Harun, Hanani Farhah and Abdullah, Mimi Hafizah (2022) Implied volatility functions of BS versus Leland: empirical evidence from Australian index option market. In: 3rd International Conference on Applied & Industrial Mathematics and Statistics 2022, 24-26 August 2022, Online (Microsoft Teams). (Unpublished)
  4. Abdullah, Mimi Hafizah and Harun, Hanani Farhah (2022) Extending generalised Leland option pricing models: simulation using Monte Carlo. In: 3rd International Conference on Applied & Industrial Mathematics and Statistics 2022, 24-26 August 2022, Online (Microsoft Teams). (Unpublished)
  5. Bahaludin, Hafizah and Mahamood, Fatin Nur Amirah and Abdullah, Mimi Hafizah (2021) Topological properties of Malaysian shariah-compliant securities. In: International Conference on Innovative Technology and Sciences (IC.ITSS) 2020, 12-13 Nov 2020, Virtual.
  6. Harun, Hanani Farhah and Abdullah, Mimi Hafizah (2021) Correcting for risk premium on extended generalised Leland models: an empirical study on Dow Jones Industrial Average (DJIA) index options. In: 28th Simposium Kebangsaan Sains Matematik, SKSM 2021, 28-29 Jul 2021, Virtual.
  7. Abdullah, Mimi Hafizah and Harun, Hanani Farhah (2020) Option-implied adjusted volatility using modified generalised Leland Models: an empirical study on Dow Jones industrial average index options. Malaysian Journal of Mathematical Sciences, 14 (S). pp. 93-105. ISSN 1823-8343 E-ISSN 2289-750X
  8. Harun, Hanani Farhah and Abdullah, Mimi Hafizah (2019) Wavelet improved option-implied moments: an empirical study. ASM Science Journal, 12 (Special Issue 5). pp. 167-176. ISSN 1823-6782
  9. Abdullah, Mimi Hafizah and Bahaludin, Hafizah and Tolos, Siti Marponga (2020) The role of option-implied information in improving a portfolio selection. Project Report. UNSPECIFIED. (Unpublished)
  10. Harun, Hanani Farhah and Abdullah, Mimi Hafizah (2019) Empirical performance of a model-free volatility against the different option strike size discreteness. Malaysian Journal of Mathematical Sciences, 13 (Special Issue). pp. 1-13. ISSN 1823-8343
  11. Bahaludin, Hafizah and Abdullah, Mimi Hafizah (2020) The role of an option-implied distribution in improving as asset allocation model. Malaysian Journal of Fundamental and Applied Sciences, 16 (1 (Jan-Feb)). pp. 64-69. ISSN 2289-5981 E-ISSN 2289-599X
  12. Lam, Weng Siew and Lam, Weng Hoe and Lai, Jing Xin, Agnes and Bahaludin, Hafizah and Abdullah, Mimi Hafizah (2019) Evaluation on the financial performance of the companies in Malaysia with Zmijewski model. In: The 4th International Conference on Computing, Mathematics and Statistics 2019 (ICMS), 23rd-24th October 2019, Langkawi, Kedah. (Unpublished)
  13. Bahaludin, Hafizah and Abdullah, Mimi Hafizah and Lam, Weng Siew and Lam, Weng Hoe (2019) The investigation on the impact of financial crisis on Bursa Malaysia using minimal spanning tree. In: The 4th International Conference on Computing, Mathematics and Statistics 2019, 23rd-24th April 2019, Pulau Langkawi, Kedah. (Unpublished)
  14. Harun, Hanani Farhah and Abdullah, Mimi Hafizah (2019) The performance of higher moments estimators: an empirical study. Malaysian Journal of Mathematical Sciences, 13 (SI). pp. 35-50. ISSN 18238343
  15. Harun, Hanani Farhah and Abdullah, Mimi Hafizah (2018) Empirical performance of a model-free volatility against the different option strike size discreteness. In: Conference on Mathematics, Informatics and Statistics (CMIS2018), 29th-31st October 2018, Kuala Terengganu, Terengganu. (Unpublished)
  16. Mahamood, Fatin Nur Amirah and Bahaludin, Hafizah and Abdullah, Mimi Hafizah (2019) A network analysis of shariah-compliant stocks across global financial crisis: a case of Malaysia. Modern Applied Science, 13 (7). pp. 80-93. ISSN 1913-1844 E-ISSN 1913-1852
  17. Ibrahim, Siti Nur Iqmal and Muhammad, Siti Aida and Abdullah, Mimi Hafizah (2018) A network analysis of the stock market in Malaysia, Singapore and Indonesia. International Journal of Engineering & Technology, 7 (4.1). pp. 99-101. ISSN 2227-524X
  18. Bahaludin, Hafizah and Abdullah, Mimi Hafizah and Tolos, Siti Marponga (2017) Asset allocation using option-implied moments. In: 1st International Conference on Applied & Industrial Mathematics and Statistics (ICoAIMS 2017), 8-9 Aug 2017, Pahang.
  19. Bahaludin, Hafizah and Abdullah, Mimi Hafizah (2017) Estimation of option-implied risk-neutral into real-world density by using calibration function. In: 4th International Conference on Mathematical Sciences - Mathematical Sciences: Championing the Way in a Problem Based and Data Driven Society, ICMS 2016;, 15-17 November 2016, Putrajaya, Malaysia.
  20. Bahaludin, Hafizah and Abdullah, Mimi Hafizah (2017) Comparison of volatility function technique for risk-neutral densities estimation. In: The 24th National Symposium On Mathematical Sciences: Mathematical Sciences Exploration For The Universal Preservation, 27-29 Sept 2016, Kuala Terengganu, Terengganu, Malaysia..

Most Viewed Items

Item titleViews
1The role of an option-implied distribution in improving as asset allocation model851
2Minimal spanning tree for 100 companies in Bursa Malaysia827
3An investigation of implied volatility during financial crisis: evidence from Australian index options811
4An investigation of implied volatility during financial crisis: Evidence from Australian index options793
5Comparison of volatility function technique for risk-neutral densities estimation787
6Asset allocation using option-implied moments780
7Implied transaction costs by Leland option pricing model: a new approach and empirical evidence779
8Estimation of transaction costs on Bursa Malaysia = Anggaran kos urus niaga di Bursa Malaysia766
9Implied adjusted volatility functions: Empirical evidence from Australian index option market766
10Evaluation on the financial performance of the companies in Malaysia with Zmijewski model755
11The performance of Leland's option pricing models in the presence of transaction costs: evidence from the Australian index option market751
12Implied adjusted volatility by leland option pricing models: evidence from Australian index options 750
13Implied adjusted volatility by leland option pricing models: evidence from Australian index options725
14The investigation on the impact of financial crisis on Bursa Malaysia using minimal spanning tree725
15A network analysis of shariah-compliant stocks across global financial crisis: a case of Malaysia717
16Empirical performance of interpolation techniques in risk-neutral density (RND) estimation715
17Estimation of option-implied risk-neutral into real-world density by using calibration function714
18Comparison of volatility function technique for risk-neutral densities estimation.708
19Estimation of option-implied risk-neutral into real-world density by using calibration function707
20The development of a risk-neutral density estimation method703
21A new approach to estimate transaction costs: an empirical evidence702
22Implied adjusted volatility functions: empirical evidence from Australian index option market 701
23Minimal spanning tree for 100 companies in Bursa Malaysia693
24Trading frequency and implied transaction costs of options: evidence from the Australian index option market693
25Implied transaction costs by leland option pricing models: A new approach and empirical evidence687
26Alternative method to estimate transaction costs: An empirical investigation pre-, during and post- financial crisis684
27The development of a risk-neutral density estimation method668
28A network analysis of the stock market in Malaysia, Singapore and Indonesia662
29The role of option-implied information in improving a portfolio selection654
30Wavelet improved option-implied moments: an empirical study639