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Dr.Anwar Hassan Almualem

Assistant Professor

عضو هيئة تدريس

كلية العلوم
كلية العلوم مبنى 5 رقم المكتب: 5T37
المنشورات
ورقة مؤتمر
2016

Cooperative investment in a multi-period portfolio optimisation.

Almualim, Anwar . 2016

In Proceedings of the Eighth Saudi Students Conference in the UK pages 599–609. Wo
نوع عمل المنشور
,دكتوراه
اسم المؤتمر
the Eighth Saudi Students Conference in the UK, pages 599–609. World Scientific, 2016
المنظمة الممولة
الملحقية السعودية في بريطانيا
مزيد من المنشورات
publications

This paper tackles a stochastic control problem involving a backward stochastic
differential equation (BSDE) with a local Lipschitz coefficient and logarithmic growth.
We derive the…

بواسطة El Mountasar Billah Bouhadjar1 , Anwar Almualim2* , Nabil Khelfallah3 and Mhamed Eddahbi2
2025
publications

is paper examines investor behavior using probability functions  and establishes a consistent mean-variance model based on  compound independent axioms with unique certainty equivalency .

بواسطة Anwar Almualim
publications

In this paper, we are interested in providing an analytic solution for cooperative investment risk. We reformulate cooperative investment risk by writing dual representations for each risk…

بواسطة Anwar Almualim
2024