EN ES
BIOGRAFÍA
El hombre no puede lograr todo lo que desea, los vientos soplan cuando quieren no cuando los barcos desean

La investigación del Dr. Al Janabi se centra en la gestión del riesgo financiero, gestión de riesgos de mercado de contraparte, valores derivados y gestión de cartera, temas sobre los que ha publicado extensamente en top-tiered journals como: International Review of Financial Analysis, European Journal of Operational Research, Annals of Operations Research, Applied Economics, Economic Modelling, Review of Financial Economics, Journal of Asset Management, Service Industries Journal, Studies in Economics and Finance, Emerging Markets Finance and Trade, Journal of Risk Finance, Journal of Banking Regulation, Annals of Nuclear Energy, entre otros. También ha publicado libros y capítulos de libros y ha participado como orador invitado y presentador en varias conferencias y simposios internacionales.

Sus investigaciones y desarrollos en finanzas cuantitativas se han clasificado formalmente en la literatura académica como “el modelo Al Janabi” de gestión de riesgos de liquidez (Liquidity Adjusted Value–at-Risk, LVaR Model), que brinda herramientas prácticas a los gestores de cartera para hacer frente a las barreras al uso eficiente de los activos en carteras y fondos de cobertura.

El Dr. Mazin A.M. Al Janabi tiene más de 30 años de experiencia en diversas instituciones académicas, mercados financieros e instituciones financieras internacionales y corporaciones bancarias, ocupando distintas posiciones. Ha ocupado diversos cargos directivos en instituciones como ING Barings y BBVA Bancomer como Director de Gestión Global de Riesgos de Mercados, Jefe de Gestión de Riesgos de Comercio y Jefe de Productos Financieros Derivados. Además, se ha desempeñado como consultor en finanzas y banca y como asesor para la creación de nuevos mercados financieros en economías emergentes.

Por la excelencia de su labor docente y de investigación ha recibido varios premios y reconocimientos por sus investigaciones publicadas en journals clasificados como A/A*. Asimismo, su biografía ha sido incluida en las últimas cuatro ediciones de Who’s Who in the World (2013-a la fecha) y en la última edición de Who’s Who in Science and Engineering (2016-a la fecha).

EDUCACIÓN
    • Doctor of Philosophy (Ph.D) in Engineering, Operations Research/ Industrial Management; University of London
    • Master of Science (M.Sc.) in Engineering; University of London
PREMIOS Y RECONOCIMIENTOS
  1. Biography Cited and Featured in Marquis Who's Who in the World (2013-Present).
  2. Biography Cited and Featured in Marquis Who's Who in Science and Engineering (2016-Present).
  3. Received the Distinguished Rank of SNI II According to the National System of Researchers (SNI) of the National Council of Science and Technology (CONCAYT), Mexico. The SNI has Established Four Ranking Categories for Researchers, with a Maximum Rank of SNI III.
  4. Distinguished Faculty Recognition Awards for the year 2014-2015: Received the College of Business and Economics Distinguished Faculty Award for Excellence in Scholarship, Teaching and Services, College of Business and Economics, UAE University.
  5. Distinguished Faculty Recognition Awards for the year 2014-2015: Nominated by the College of Business and Economics for the University Distinguished Faculty Award for Excellence in Scholarship, Teaching and Services, UAE University.
  6. Designated as Graduate Faculty (Level 5) to Participate in Graduate Programs. This Distinction is the Highest Academic Level According to the UAE University’s Graduate Programs Policy.
  7. Outstanding Research Award for Publications in A* / A Ranked Journals. Received the College of Business and Economics Award in Recognition of Outstanding Research Publication Output in 2013-2014, College of Business and Economics, UAE University.
  8. Outstanding Research Award for Publications in A* / A Ranked Journals. Received the Faculty of Business and Economics Award in Recognition of Outstanding Research Publication Output in 2011-2012, College of Business and Economics, UAE University.
  9. Faculty Recognition Awards for the year 2011-2012: Received the Department of Economics and Finance Best Performance Award for Excellence in Scholarship, Faculty of Business and Economics, UAE University.
  10. Faculty Recognition Awards for the year 2011-2012: Nominated for the final-round (runner-up) of the Faculty of Business and Economics Best Performance Award for Excellence in Scholarship, Faculty of Business and Economics, UAE University.
  11. Faculty Recognition Awards for the year 2010-2011: Received the Department of Economics and Finance Best Performance Award for Excellence in Service, Faculty of Business and Economics, UAE University.
  12. Faculty Recognition Awards for the year 2009-2010: Received the Department of Economics and Finance Best Performance Award for Excellence in Service, Faculty of Business and Economics, UAE University.
  13. Faculty Recognition Awards for the year 2009-2010: Nominated for the final-round (runner-up) of the Faculty of Business and Economics Best Performance Award for Excellence in Service, Faculty of Business and Economics, UAE University.
  14. Faculty Recognition Awards for the year 2008-2009: Received the College of Business and Economics Best Performance Award for Excellence in Teaching, College of Business and Economics, UAE University.
  15. Faculty Recognition Awards for the year 2008-2009: Received the Department of Economics and Finance Best Performance Award for Excellence in Teaching, College of Business and Economics, UAE University.
  16. Faculty Recognition Awards for the year 2007-2008: Received the College of Business and Economics Best Performance Award for Excellence in Scholarship, College of Business and Economics, UAE University.
  17. Faculty Recognition Awards for the year 2007-2008: Received the Department of Economics and Finance Best Performance Award for Excellence in Scholarship, College of Business and Economics, UAE University.
  18. Selected Among a Group of Eminent Qualified International Experts as a Reviewer of Research Proposals for the Qatari National Research Foundation (QNRF), 2009-Present. 
  19. The research paper ““Multivariate Dependence and Portfolio Optimization Algorithms under Illiquid Market Conditions”, European Journal of Operational Research, 2017 was selected as the best research paper of EGADE Business School among all business disciplines. The paper was presented at the Annual Research Congress of the Tecnológico de Monterrey, January 26, 2017.
  20. The research paper “Integrating Liquidity Risk Factor into a Parametric Value-at-Risk Method” was selected as one of the two best research papers in the area of Market Microstructure at the Midwest Financial Association (MFA) Annual Conference, San Antonio, Texas, 2008. The two winning papers were later awarded fast-track publication in the “Journal of Trading”.
  21. Received the Best Research Paper Award on the Research Paper Entitled “A Value at Risk Approach to Measuring Equity Trading Risk Exposure in Emerging Stock Markets”, Research Paper was Presented and Published in the Proceedings of the 7th Asian Academy of Management Conference (AAMC) 2007, May 21 - 25, 2007, Penang Island, Malaysia. Conference organized by the Asian Academy of Management and School of Management, Universiti Sains Malaysia (USM).
  22. Received the Best Research Paper Award on the Research Paper Entitled “Quantitative Analysis of the Mexican Stock Market: Proactive Relevance to Market Risk Management”. The Paper was Presented and Published in the Proceedings of the Spring Conference Organized by the International Academy of Business and Public Administration Disciplines (IABPAD), May 23-26, 2005, Double Tree Hotel, Dallas, Texas, USA. 
  23. Received the Faculty Shield-Trophy-Award of “Outstanding Services (Teaching, Research and Service Activities)” from Al Akhawayn University in Ifrane for the Period 2001-2006.
  24. Received the Faculty Shield-Trophy-Award of “Outstanding Services (Teaching, Research and Service Activities)” from Students’ Governing Association, Al Akhawayn University in Ifrane for the Period 2001-2006.
PUBLICACIONES DESTACADAS
  1. Al Janabi, Mazin A. M., Arreola Hernandez, Jose, Berger, Theo, Khuong Nguyen, Duc, “Multivariate Dependence and Portfolio Optimization Algorithms under Illiquid Market Conditions”, European Journal of Operational Research, Vol. 259, No. 3, pp. 1121-1131, 2017. [Publisher: Elsevier, Inc.] 
  2. Al Janabi, Mazin A. M., Khuong Nguyen, Duc, Arreola Hernandez, Jose, Hammoudeh, Shawkat, Reboredo, Juan Carlos, “Global Financial Crisis and Dependence Risk Analytics of Sector Portfolios: A Vine Copula Approach”, Applied Economics, Vol. 49, No. 25, pp. 2409–2427, 2017. [Publisher: Routledge; Taylor & Francis Group]
  3. Al Janabi, Mazin A. M., “Optimal and Investable Portfolios: An Empirical Analysis with Scenario Optimization Algorithms under Crisis Market Prospects”, Economic Modelling, Vol. 40, pp. 369-381, 2014. [Publisher: Elsevier, Inc.]
  4. Al Janabi, Mazin A. M., “Optimal and Coherent Economic-Capital Structures: Evidence from Long and Short-Sales Trading Positions under Illiquid Market Perspectives”, Annals of Operations Research, Vol. 205, No.1, pp. 109-139, 2013. [Publisher: Springer Publishing Co., Inc.] 
  5. Al Janabi, Mazin A. M., “Optimal Commodity Asset Allocation with a Coherent Market Risk Modeling”, Review of Financial Economics, Vol. 21, No. 3, pp. 131-140, 2012. [Publisher: Elsevier, Inc.]