Abdelali Gabih

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Portfolio optimization under partial information with expert opinions: a dynamic programming approach Communications on Stochastic Analysis	2025-09-25	Paper
Expert opinions and logarithmic utility maximization in a market with Gaussian drift Communications on Stochastic Analysis	2025-09-25	Paper
Power utility maximization with expert opinions at fixed arrival times in a market with hidden Gaussian drift Annals of Operations Research	2024-11-27	Paper
Asymptotic filter behavior for high-frequency expert opinions in a market with Gaussian drift Stochastic Models	2021-05-17	Paper
Dynamic utility maximization with bounded shortfall risks PAMM	2018-07-26	Paper
Portfolio optimization under partial information with expert opinions International Journal of Theoretical and Applied Finance	2012-04-24	Paper
Optimal portfolios under bounded shortfall risk and partial information Operations Research Proceedings 2006	2011-04-07	Paper
Utility Maximization Under Bounded Expected Loss Stochastic Models	2009-09-18	Paper
Dynamic Portfolio Optimization with Bounded Shortfall Risks Stochastic Analysis and Applications	2005-09-15	Paper
An ε-Optimal Portfolio with Stochastic Volatility	2005-07-05	Paper

Research outcomes over time

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