Mohamed Mnif

Publication Activity (10 Years)

Years Active: 2007-2019
Publications (10 Years): 3

Top Topics

Decision Variables

Optimality Criteria

Utility Maximization

Top Venues

J. Optim. Theory Appl.

Asymptot. Anal.

Publications

Wahid Faidi, Hanen Mezghanni, Mohamed Mnif
Expected Utility Maximization Problem Under State Constraints and Model Uncertainty. J. Optim. Theory Appl. 183 (3) (2019)
Said Hamadène, Mohamed Mnif, Sarra Neffati
Viscosity solutions of systems of PDEs with interconnected obstacles and switching problem without monotonicity condition. Asymptot. Anal. 113 (3) (2019)
Etienne Chevalier, M'hamed Gaïgi, Vathana Ly Vath, Mohamed Mnif
Optimal Market Dealing Under Constraints. J. Optim. Theory Appl. 173 (1) (2017)
Wahid Faidi, Anis Matoussi, Mohamed Mnif
Maximization of Recursive Utilities: A Dynamic Maximum Principle Approach. SIAM J. Financial Math. 2 (1) (2011)
Vathana Ly Vath, Mohamed Mnif, Huyên Pham
A model of optimal portfolio selection under liquidity risk and price impact. Finance Stochastics 11 (1) (2007)