A model of optimal portfolio selection under liquidity risk and price impact. - Vathana Ly Vath; Mohamed Mnif; Huyên Pham (Finance Stochastics, 2007)

Maximization of Recursive Utilities: A Dynamic Maximum Principle Approach. - Wahid Faidi; Anis Matoussi; Mohamed Mnif (SIAM J. Financial Math., 2011)

Optimal Market Dealing Under Constraints. - Etienne Chevalier; M'hamed Gaïgi; Vathana Ly Vath; Mohamed Mnif (J. Optim. Theory Appl., 2017)

Viscosity solutions of systems of PDEs with interconnected obstacles and switching problem without monotonicity condition. - Said Hamadène; Mohamed Mnif; Sarra Neffati (Asymptot. Anal., 2019)

Expected Utility Maximization Problem Under State Constraints and Model Uncertainty. - Wahid Faidi; Hanen Mezghanni; Mohamed Mnif (J. Optim. Theory Appl., 2019)