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Optimal portfolio control with unknown horizon

Alghalith, Moawia - In: Journal of mathematical finance 2 (2012) 1, pp. 41-42

Persistent link: https://www.econbiz.de/10009668284

Generalized stochastic processes : the portfolio model

Alghalith, Moawia - In: Journal of mathematical finance 2 (2012) 2, pp. 199-201

Persistent link: https://www.econbiz.de/10009719239

The interaction among production, hedging and investment decisions

Alghalith, Moawia - In: Economic modelling 30 (2013), pp. 193-195

Persistent link: https://www.econbiz.de/10009703688

A note on transforming a weak solution to PDE to a smooth solution

Alghalith, Moawia - In: International journal of financial engineering 3 (2016) 3, pp. 1-4

Persistent link: https://www.econbiz.de/10011588130

Estimating the stock/portfolio volatility and the volatility of volatility : a new simple method

Alghalith, Moawia - In: Econometric reviews 35 (2016) 1/4, pp. 257-262

Persistent link: https://www.econbiz.de/10011549920

A general optimal investment model in the presence of background risk

Alghalith, Moawia; Guo, Xu; Wong, Wing Keung; Zhu, Lixing - In: Annals of financial economics 11 (2016) 1, pp. 1-8

Persistent link: https://www.econbiz.de/10011503987

The impact of oil price on the stock market

Alghalith, Moawia; Polius, Tracy; Franklin, Martin - In: Economia internazionale 67 (2014) 4, pp. 433-438

Persistent link: https://www.econbiz.de/10010502109

The impacts of joint energy and output prices uncertainties in a mean-variance framework

Alghalith, Moawia; Niu, Cuizhen; Wong, Wing Keung - In: Theoretical economics letters 7 (2017) 5, pp. 1108-1120

Persistent link: https://www.econbiz.de/10011748647

Special issue on portfolio theory and risk management

Alghalith, Moawia (ed.) - 2016

Persistent link: https://www.econbiz.de/10011656997

A General Optimal Investment Model in the Presence of Background Risk

Alghalith, Moawia - 2012

In this paper we present two dynamic models of background risk. We first present a stochastic factor model with an additive background risk. Thereafter, we present a dynamic model of simultaneous (correlated) multiplicative background risk and additive background risk. In so doing, we use a...

Persistent link: https://www.econbiz.de/10013101800