Abdelali Gabih

From MaRDI portal
Person:3023648

Available identifiers

zbMath Open gabih.abdelaliMaRDI QIDQ3023648

List of research outcomes





PublicationDate of PublicationType
Power utility maximization with expert opinions at fixed arrival times in a market with hidden Gaussian drift2024-11-27Paper
Asymptotic filter behavior for high-frequency expert opinions in a market with Gaussian drift2021-05-17Paper
Dynamic utility maximization with bounded shortfall risks2018-07-26Paper
Portfolio optimization under partial information with expert opinions2012-04-24Paper
Optimal portfolios under bounded shortfall risk and partial information2011-04-07Paper
Utility Maximization Under Bounded Expected Loss2009-09-18Paper
Dynamic Portfolio Optimization with Bounded Shortfall Risks2005-09-15Paper
An ε-Optimal Portfolio with Stochastic Volatility2005-07-05Paper

Research outcomes over time

This page was built for person: Abdelali Gabih

Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Person:3023648&oldid=7419615"
Powered by MediaWiki