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Merhri M., Hassan M., Jouaber K. (2017), Optimal Carried Interest: Adverse Selection in Islamic and Conventional Venture Capital and Private Equity Funds, Emerging Markets Finance and Trade, vol. 53, n°7, p. 1458-1476 
Jouaber K., Tekaya R. (2016), Equity Option Listing and Underlying Market Quality: Evidence from a Price Duration Model, Bankers, markets, investors, vol. 145, n°November-December, p. 14-25
Rigobert M-J., Jouaber K., Ben Salah M. (2012), The Performance of Islamic Investment: Evidence from the Dow Jones Islamic Indexes, Bankers, markets, investors, n°121, p. 4-16
Jouaber K. (2007), Les seuils de réservation protègent-ils les investisseurs?, Option Finance, n°921, p. 66
Jouaber K., Rigobert M-J. (2016), TD en Finance d'Entreprise, Paris: Dunod, 286 p.
Jouaber K. (2012), La finance islamique, Paris: La Découverte, 126 p.
Rigobert M-J., Jouaber K. (2010), Finance d'entreprise : 70% applications, 30% cours, Paris: Dunod, 266 p.
Jouaber K., Rigobert M-J. (2007), Finance d'entreprise : 70% applications, 30% cours, Paris: Dunod, 242 p.
Mehri M., Jouaber K., Hassan M. (2017), Profit Sharing Ratio as a Screening Devise in Venture Capital, in Hassan, M. Kabir, Handbook of Empirical Research on Islamic and Economic Life, Cheltenham: Edward Elgar, p. 579-601
Jouaber K., Mehri M. (2012), Les fonds d'investissement selon la finance islamique, in Pezet, Anne, L'état des entreprises 2013, Paris: La Découverte, p. 63-75
Jouaber K., Jouini E. (2011), La finance islamique est-elle une finance durable?, in Saïdane, Dhafer, La finance durable, une nouvelle finance pour le XXIe siècle?, Paris: Groupe Banque, p. 188
Jouaber K., Mehri M. (2018), Do Determinants of Fees Differ between Islamic and Conventional Funds?, International Workshop "Global Islamic Market Asian Perspectives on diversity of the capitalism", Paris, France
Mehri M., Jouaber K. (2014), The Effects of Law, Culture and Political Risk: New Evidence from Mutual Fund Performance, Risk Taking and Fees, 11th Harvard University Forum on Islamic Finance, Cambridge, MA, États-Unis
Mehri M., Jouaber K. (2012), A Theory of Profit Sharing Ratio under Adverse Selection: The Case of Islamic Venture Capital, 29th Spring International Conference of the French Finance Association, Strasbourg, France
Jouaber K., Rigobert M-J., Ben Salah M. (2011), The Performance of Islamic Investment: The case of Dow Jones Islamic Indexes, Workshop "Governance and Ethical Finance", Paris, France
Mehri M., Jouaber K. (2011), A Theory of Profit Sharing Ratio With Adverse Selection : The Case of Islamic Venture Capital, European Research Group "Money, Banking & Finance" (Islamic Finance Group) Workshop : " International Sustainable Finance ", Paris, France
Jouaber K., Tekaya R. (2010), Time and dynamic Volume-Volatility Relation around Option Listing: Evidence from the French Underlying Stocks, AFFI 2010, Saint-Malo, France
Jouaber K., Tekaya R. (2009), How does option listing affect the underlying stock price duration ? A study of French underlying stock efficiency, Annual Finsia and Melbourne Centre for Financial Studies Banking and Finance Conference : "Reassessing the Role of Financial Services", Melbourne, Australie
Jouaber K., Ben Salah M. (2009), The Performance of Islamic Market Indexes in Extreme Market Events, 1st Mediterranean Critical Studies in Accounting and Finance Conference, Hammamet, Tunisie
Tekaya R., Jouaber K. (2009), The Effect of Option listing on the Underlying Stock Volume Volatility Relation : A Study of French Underlying Stock Efficiency, Southwestern Society of Economists Conference, Dallas, États-Unis
Tekaya R., Jouaber K. (2012), How Does Option Listing Affect Underlying Stock Efficiency? Evidence from a Duration Model, 39 p.
Mehri M., Jouaber K. (2012), Agency Problems in Venture Capital Contracts: Islamic Profit Sharing Ratio as a Screening Device, 33 p.
Jouaber K. (2000), Seuils de réservation optimaux : approche par la théorie des valeurs extrêmes, Paris, Cahier de recherche CEREG (DRM), 24 p.
Jouaber K. (1996), Etude du comportement du marché français autour des interruptions de cotation, Paris, Cahier de recherche CEREG (DRM), 33 p.
