Mohamed Mnif

According to our database, Mohamed Mnif authored at least 5 papers between 2007 and 2019.

Collaborative distances:

• Dijkstra number of six.
• Erdős number of five.

2019

Expected Utility Maximization Problem Under State Constraints and Model Uncertainty.

Wahid Faidi, Hanen Mezghanni, Mohamed Mnif

J. Optim. Theory Appl., 2019

Viscosity solutions of systems of PDEs with interconnected obstacles and switching problem without monotonicity condition.

Said Hamadène, Mohamed Mnif, Sarra Neffati

Asymptot. Anal., 2019

2017

Optimal Market Dealing Under Constraints.

Etienne Chevalier, M'hamed Gaïgi, Vathana Ly Vath, Mohamed Mnif

J. Optim. Theory Appl., 2017

2011

Maximization of Recursive Utilities: A Dynamic Maximum Principle Approach.

Wahid Faidi, Anis Matoussi, Mohamed Mnif

SIAM J. Financial Math., 2011

2007

A model of optimal portfolio selection under liquidity risk and price impact.

Vathana Ly Vath, Mohamed Mnif, Huyên Pham

Finance Stochastics, 2007