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Intertemporal optimal portfolio choice based on labor income within shadow costs of incomplete information and short sales
Bellalah, Mondher; Xu, Yaosheng; Zhang, Detao - In: Decision making and risk/return optimization in …, (pp. 397-422). 2019
Persistent link: https://www.econbiz.de/10012135890
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An intertemporal capital asset pricing model under incomplete information and short sales
Bellalah, Mondher; Zhang, Detao - In: Decision making and risk/return optimization in …, (pp. 143-159). 2019
Persistent link: https://www.econbiz.de/10012127947
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General equilibrium with heterogeneous participants and continuous consumption with information costs and short selling constraints
Bellalah, Mondher; Guo, Xu; Wu, Shuo; Zhang, Detao - In: Risk management decisions and value under uncertainty, (pp. 713-732). 2022
Persistent link: https://www.econbiz.de/10013341977
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Long term optimal investment with regime switching : inflation, information and short sales
Bellalah, Mondher; Hakim, Akeb; Si, Kehan; Zhang, Detao - In: Risk management decisions and value under uncertainty, (pp. 1373-1386). 2022
Persistent link: https://www.econbiz.de/10013342122