An ε-Optimal Portfolio with Stochastic Volatility. - Abdelali Gabih; Wilfried Grecksch (Monte Carlo Methods Appl., 2005)

Optimal Portfolios Under Bounded Shortfall Risk and Partial Information. - Ralf Wunderlich; Jörn Sass; Abdelali Gabih (OR, 2006)

Optimal portfolio strategies benchmarking the stock market. - Abdelali Gabih; Wilfried Grecksch; Matthias Richter; Ralf Wunderlich (Math. Methods Oper. Res., 2006)

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., 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., 2024)