Abdelali Gabih

According to our database, Abdelali Gabih authored at least 5 papers between 2005 and 2024.

Collaborative distances:

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

2024

Correction: Power utility maximization with expert opinions at fixed arrival times in a market with hidden gaussian drift.

Abdelali Gabih, Hakam Kondakji, Ralf Wunderlich

Ann. Oper. Res., October, 2024

Power utility maximization with expert opinions at fixed arrival times in a market with hidden Gaussian drift.

Abdelali Gabih, Hakam Kondakji, Ralf Wunderlich

Ann. Oper. Res., October, 2024

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