Khouzeima Moutanabbir - Economic Research Forum (ERF)

Khouzeima Moutanabbir


Assistant Professor at the American University in Cairo

Khouzeima Moutanabbir is an Assistant Professor in the Department of Mathematics and Actuarial Science at the School of Sciences and Engineering, the American University in Cairo. He received his Ph.D in Actuarial Science from Université Laval in 2012 and was a Postdoctoral fellow at the University of Waterloo. His areas of interest include Stochastic Modeling, International Investment Models, Scenario Generators and Asset Liability Management.

Working Papers

Optimal Asset Allocation and Consumption Rules for Commodity-Based Sovereign Wealth Funds

This paper studies the optimal asset allocation for a sovereign wealth fund (SWF) subject to ... read more


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