Abdelali Gabih

According to our database, Abdelali Gabih authored at least 3 papers between 2005 and 2006.

Collaborative distances:

• Dijkstra number of six.
• Erdős number of five.

2006

Optimal portfolio strategies benchmarking the stock market.

Abdelali Gabih, Wilfried Grecksch, Matthias Richter, Ralf Wunderlich

Math. Methods Oper. Res., 2006

Optimal Portfolios Under Bounded Shortfall Risk and Partial Information.

Ralf Wunderlich, Jörn Sass, Abdelali Gabih

Proceedings of the Operations Research, 2006

2005

An ε-Optimal Portfolio with Stochastic Volatility.

Abdelali Gabih, Wilfried Grecksch

Monte Carlo Methods Appl., 2005