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 |
|---|---|---|
| Robust Markowitz mean-variance portfolio selection under ambiguous covariance matrix Mathematical Finance | 2019-05-08 | Paper |
| Regime-switching stochastic volatility model: estimation and calibration to VIX options Applied Mathematical Finance | 2018-04-06 | Paper |
Research outcomes over time
This page was built for person: Amine Ismail
