M. Alghalith, “A New Stochastic Factor Model: General Ex-plicit Solutions,” Applied Mathematics Letters, Vol. 22, No. 12, 2009, pp. 1852-1854. doi:10.1016/j.aml.2009.07.011

has been cited by the following article:

• TITLE: Portfolio Optimization without the Self-Financing Assumption

  AUTHORS: Moawia Alghalith

  KEYWORDS: Portfolio, Investment, Stochastic, Viscosity Solutions, Self Financing

  JOURNAL NAME: Advances in Pure Mathematics, Vol.1 No.3, June 3, 2011

  ABSTRACT: In this paper, we relax the assumption of a self-financing strategy in the dynamic investment models. In so doing we provide smooth solutions and constrained viscosity solutions.