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Ferdoos Alharbi

2 papers hereh-index 13 citations2 works total

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most citedLog-optimal portfolio after a random time: Existence, description and sensitivity analysis

1 citations · 1 across the 2 of their papers we have counts for

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q-fin.PM2022★ 1 cited

Log-optimal portfolio after a random time: Existence, description and sensitivity analysis

Ferdoos Alharbi, Tahir Choulli

In this paper, we consider an informational market model with two flows of informations. The smallest flow F, which is available to all agents, is the filtration of the initial mar…

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