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Search: person:"Mrad, Mohamed"
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Portfolio selection
4
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2
Market-consistent progressive utility of investment and consumption
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Mrad, Mohamed
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El Karoui, Nicole
3
Hillairet, Caroline
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Matoussi, Anis
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Decisions in economics and finance : a journal of applied mathematics
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International journal of theoretical and applied finance
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ECONIS (ZBW)
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1
Mixture of consistent stochastic utilities, and a priori randomness
Mrad, Mohamed
- In:
International journal of theoretical and applied finance
24
(
2021
)
1
,
pp. 1-34
Persistent link: https://www.econbiz.de/10012650235
Saved in:
2
Dynamic utility and related nonlinear spdes driven by Lévy noise
Matoussi, Anis
;
Mrad, Mohamed
- In:
International journal of theoretical and applied …
25
(
2022
)
1
,
pp. 1-45
Persistent link: https://www.econbiz.de/10013189927
Saved in:
3
Ramsey rule with forward/backward utility for long-term yield curves modeling
El Karoui, Nicole
;
Hillairet, Caroline
;
Mrad, Mohamed
- In:
Decisions in economics and finance : a journal of …
45
(
2022
)
1
,
pp. 375-414
Persistent link: https://www.econbiz.de/10013380575
Saved in:
4
Consistent utility of investment and consumption : a forward/backward SPDE viewpoint
El Karoui, Nicole
;
Hillairet, Caroline
;
Mrad, Mohamed
-
2017
Persistent link: https://www.econbiz.de/10012200208
Saved in:
5
Affine long term yield curves : an application of the Ramsey rule with progressive utility
El Karoui, Nicole
;
Hillairet, Caroline
;
Mrad, Mohamed
- In:
Journal of financial engineering
1
(
2014
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10010508124
Saved in:
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