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Oumar Mbodji
Publication Activity (10 Years)
Years Active: 2012-2019
Publications (10 Years): 1
Top Topics
Optimization Algorithm
Linear Programming
Factor Analysis
Portfolio Management
Top Venues
Math. Soc. Sci.
SIAM J. Financial Math.
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Publications
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Oumar Mbodji
,
A. Nguyen-Huu
,
Traian A. Pirvu
Optimal sharing rule for a household with a portfolio management problem.
Math. Soc. Sci.
101 (2019)
Ivar Ekeland
,
Oumar Mbodji
,
Traian A. Pirvu
Time-Consistent Portfolio Management.
SIAM J. Financial Math.
3 (1) (2012)