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Prof. Moawia Alghalith

University of the West Indies, Trinidad-and-Tobago

Email: malghalith@gmail.com



Selected Editorial Boards

Journal of Optimization Theory and Applications

Journal of Portfolio Management

European Journal of Finance.

Publications (Selected)

  1. Alghalith, M. (2016). A note on the theory of the firm under multiple uncertainties. European Journal of Operational Research, 251, 341-343.
  2. Alghalith, M. (2016). A note on a new approach to both price and volatility jumps: An application to the portfolio model. The ANZIAM Journal(Cambridge), 58, 182-186.
  3. Alghalith, M. (2016). Estimating the Stock/Portfolio Volatility and the Volatility of Volatility: A New Simple Method. Econometric Reviews, 35, 257-262.
  4. Alghalith, M. (2016). Novel and simple non-parametric methods of estimating the joint and marginal densities. Physica A: Statistical Mechanics and its Applications, 454, 94-98.
  5. Alghalith, M. (2012) “A new approach to stochastic optimization.” Journal of Optimization Theory and Applications, 155, 669-672.
  6. Alghalith, M. (2012). The impact of background risk. Physica A: Statistical mechanics and its applications, 24, 6506-6508.
  7. Alghalith, M. (2012). Forward dynamic utility functions: a new model and new results. European Journal of Operational Research, 223, 842-845.
  8. Alghalith, M. (2012) “New solutions for non-smooth value functions.” Comptes rendus mathématiques de l'Académie des sciences (the Canadian Mathematical Society), 34, 1-4.