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Mohammed Berkhouch

ORCID: 0000-0001-7207-4517
Observed ORCID: 0000-0001-7207-4517
OpenAlex ID: A5040949042
Extended Gini-Type Measures of Risk and Variability
2018 · Mohammed Berkhouch, Ghizlane Lakhnati, et al. · Applied Mathematical Finance · 23
Portfolio selection based on Extended Gini Shortfall risk measures
2023 · Lhoucine Ben Hssain, Mohammed Berkhouch, et al. · Statistics & Risk Modeling · 7
Deviation-Based Model Risk Measures
2021 · Mohammed Berkhouch, Fernanda Maria Müller, et al. · Computational Economics · 6
Spectral Risk Measures and Uncertainty
2019 · Mohammed Berkhouch, Ghizlane Lakhnati, et al. · SSRN Electronic Journal · 2
Distributional Uncertainty for Spectral Risk Measures
2021 · Mohammed Berkhouch · Advances in finance, accounting, and economics book series · 1
Estimation of Tail Extended Gini Measures for Extreme Risk Modeling: Theory, Computation, and Financial Applications
2026 · Lhoucine Ben Hssain, Ghizlane Lakhnati, et al. · International Conference on Innovative Research in Applied Science, Engineering and Technology (IRASET)
Extreme risk modeling based on Tail Extended Gini and Joint Tail Extended Gini
2026 · Lhoucine Ben Hssain, Ghizlane Lakhnati, et al. · Statistics & Risk Modeling
A Review of Standard Spectral Risk Measures
2020 · Mohammed Berkhouch, Ghizlane Lakhnati · Advances in finance, accounting, and economics book series
A new class of spectral risk measures
2018 · Mohammed Berkhouch, Ghizlane Lakhnati, et al. · International Conference on Optimization and Applications (ICOA)
Extended Gini-Type Measures of Risk and Variability
2017 · Mohammed Berkhouch, Ghizlane Lakhnati · SSRN Electronic Journal
Works count: 10
Citation count: 39
H-index: 3
I10-index: 1
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