A simple model of corporate international investment under incomplete information and taxes
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References listed on IDEAS
- Mondher Bellalah, 1999. "Valuation of futures and commodity options with information costs," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 19(6), pages 645-664, September.
- Solnik, Bruno H., 1974. "An equilibrium model of the international capital market," Journal of Economic Theory, Elsevier, vol. 8(4), pages 500-524, August.
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- Jongmooo Jay Choi, 1989. "Diversification, Exchange Risks and Corporate International Investment," Journal of International Business Studies, Palgrave Macmillan;Academy of International Business, vol. 20(1), pages 145-155, March.
- Mondher Bellalah & Zhen Wu, 2002. "A Model For Market Closure And International Portfolio Management Within Incomplete Information," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 5(05), pages 479-495.
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Mondher Bellalah & Akeb Hakim & Kehan Si & Detao Zhang, 0. "Long term optimal investment with regime switching: inflation, information and short sales," Annals of Operations Research, Springer, vol. 0, pages 1-14.
- Bellalah, Mondher & Bradford, Marc & Zhang, Detao, 2016. "A general theory of corporate international investment under incomplete information, short sales and taxes," Economic Modelling, Elsevier, vol. 58(C), pages 615-626.
- Mondher bellalah, 2018. "Pricing derivatives in the presence of shadow costs of incomplete information and short sales," Annals of Operations Research, Springer, vol. 262(2), pages 389-411, March.
- Mondher Bellalah, 2018. "On information costs, short sales and the pricing of extendible options, steps and Parisian options," Annals of Operations Research, Springer, vol. 262(2), pages 361-387, March.
- Bellalah, Mondher, 2016. "Shadow costs of incomplete information and short sales in the valuation of the firm and its assets," The North American Journal of Economics and Finance, Elsevier, vol. 37(C), pages 406-419.
- Hui, Eddie C.M. & Wang, Guangchen, 2015. "A new optimal portfolio selection model with owner-occupied housing," Applied Mathematics and Computation, Elsevier, vol. 270(C), pages 714-723.
- Huang, Zongyuan & Wang, Haiyang & Wu, Zhen, 2020. "A kind of optimal investment problem under inflation and uncertain time horizon," Applied Mathematics and Computation, Elsevier, vol. 375(C).
More about this item
KeywordsCorporate international investment; Incomplete information; Dynamical programming principle;
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