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Biography

Prof. Moawia Alghalith

University of the West Indies, Trinidad-and-Tobago

Professor 

 

Email: malghalith@gmail.com

   

Publications (selected) 

  1. Alghalith, M. (2013) “The Interaction among Production, Hedging and Investment Decisions.” Economic Modelling, 30, 193-195.
  2. Alghalith, M. (2012) “A new approach to stochastic optimization.” Journal of Optimization Theory and Applications, 155, 669-672.
  3. Alghalith, M. (2012) “The impact of background risk.” Physica A: Statistical mechanics and its applications, 24, 6506-6508.
  4. Alghalith, M. (2012) “Forward dynamic utility functions: a new model and new results.” European Journal of Operational Research, 223, 842-845.
  5. Alghalith, M. (2012) “New solutions for non-smooth value functions.” Comptes rendus mathématiques de l'Académie des sciences (the Royal Society of Canada), 34,
  6. Alghalith, M.  (2012) “New methods of estimating of volatility and returns: revisited.” Journal of Asset Management, 13, 307-309.
  7. Alghalith, M., E. Ramlogan and M. Franklin (2012) “The Role of Policy in the Stock Market.” Theoretical Economics Letters 2012, Vol. 2, 230-231.
  8. Alghalith, M. (2012) “A new stopping time model: a solution to the free-boundary problem.” Journal of Optimization Theory and Applications, 2012, Vol.152, 265-270.
  9. Alghalith, M. (2012) “New methods of estimating volatility and returns.” Journal of Asset Management, 2012, Vol.13, 1-4. 
  10. Alghalith, M., T. Polius and M. Franklin (2012) “The Impact of the Exchange Rate on the Stock Market.” Economia Internationale, 65, 495-502.
  11. Alghalith, M., M. Dukharan, and C. Floros (2012) “Testing dominant assumptions and theories in behavioral finance.” Journal of Risk Finance, 2012, 13, 262-268.
  12. Alghalith, M. and T. Polius (2012) “The interaction between the financial sector and the real sector: a stochastic model.” Annals of Financial Economics, 7, 1-4.
  13. Alghalith, M. (2012) “Portfolio optimization with unknown horizon.” Journal of Mathematical Finance, 2012, Vol. 2, 41-42.
  14. Alghalith, M. (2012) “Generalized stochastic processes: the portfolio model.” Journal of Mathematical Finance, 2012, 2, 199-201.
  15. Alghalith, M. (2011) “Optimal option pricing and trading: a new theory.” Journal of Derivatives and Hedge Funds, 2011, Vol.17, 181-185.
  16. Alghalith, M. (2011) “An Alternative Method of Stochastic Optimization: the portfolio model.”  Applied Mathematics, 2011, Vol.2, 912-913.
  17. Alghalith, M. (2011) “General closed-form solutions to the dynamic optimization problem in incomplete markets.” Applied Mathematics, 2011, Vol.2, 433-435.
  18. Alghalith, M. (2011) “Portfolio optimization without the self-financing assumption.”  Advances in Pure Mathematics, 2011, Vol.1, 81-83.
  19. Alghalith, M. (2011) “Endogenous risk measures.” Advances in Pure Mathematics, 2011, Vol.1, 28-29.
  20. Alghalith, M. (2011) “Adding one risk to another: generalizing background risk.” Revista de Economia del Rosario, 2011, Vol.14, 57-60.
  21. Alghalith, M., R. Lalloo, M. Franklin and C. Floros (2011) “Hedging with generalized basis risk.”  International Journal of Financial Markets and Derivatives, 2011, Vol.2, 244-248.
  22. Alghalith, M. (2011) “Exact Taylor series with fixed coefficients.” International Journal of Mathematics, Game Theory and Algebra, 2011, Vol. 20.
  23. Alghalith, M. (2011) “Hedging and production decisions under uncertainty: a survey.” International Journal of Mathematics, Game Theory and Algebra, 2011, Vol.20.
  24. Alghalith, M. (2011) “New solutions to nonlinear ordinary differential equations.” Advances in Pure Mathematics, Vol.1, 2011, 3-4.
  25. Alghalith, M. and T. Polius (2011) “A New Method of Estimating the Asset Rate of Return.”  Theoretical Economics Letters, Vol.1, 1-2.
  26. Alghalith, M. (2010) “Generalized stochastic production functions: specification and estimation.”  Journal of the Chinese Statistical Association, 2010, Vol.48, 227-232.
  27. Alghalith, M. (2010) “The interaction between food prices and oil prices.” Energy Economics, 2010, Vol.32, 1520-1522 .
  28. Alghalith, M. (2010) “Energy price uncertainty and the manufacturing sector.”  Energy, 2010, Vol.35, 354-5356.
  29. Alghalith, M. (2010) “A test of statistical independence under uncertainty.” International Journal of Computational Economics and Econometrics, 2010, Vol.1, 343-345.
  30. Alghalith, M. (2010) “Preferences estimation without approximation.” European Journal of Operational Research, 2010, Vol.207, pp 1144-1146.
  31. Alghalith, M. and A. Dalal (2010) “Introduction to the theory and applications of uncertainty.” l) Annals of Operations Research, 2010, Vol.176, 1-5.
  32. Alghalith, M. (2010) “A new theory of hedging.” Journal of Derivatives and Hedge Funds, 2010, Vol.16, pp83-84.
  33. Alghalith, M. (2010) “The theory of the firm under multiple uncertainties.” Economics Bulletin, 2010, Vol.30, pp 2075-2082.
  34. Alghalith, M. (2010) “The limitations of prospect theory and the expected utility theory: a new theory.” Atlantic Economic Journal, Vol.38, 2010, 243-244.
  35. Alghalith, M. (2009) “A new stochastic factor model: general explicit solutions.” Applied Mathematics Letters, 2009, Vol.22, pp 1852-1854.
  36. Alghalith, M. and A. Dalal (2009) “Production decisions under joint price and production uncertainty.” European Journal of Operational Research, 2009, Vol.197, pp 84-92.
  37. Alghalith, M. (2009) “Empirical comparative statics under price and output uncertainty,” Journal of Applied Statistics, 2009, Vol.36, 109–1100.
  38. Alghalith, M. and A. Dalal (2009) “The choice between multiplicative and additive production uncertainty.” Economic Modelling, 2009, Vol.26, 1129-1133.
  39. Alghalith, M. (2009) “Alternative theory of asset pricing,” Journal of Asset Management, 2009, Vol.10, 73-74.
  40. Alghalith, M. (2009) “Hedging under production and price uncertainty: a decision analysis.” International Journal of Financial Markets and Derivatives, 2009, Vol.1, 1-7. 


 

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