A Model For Market Closure And International Portfolio Management Within Incomplete Information
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- Mondher Bellalah & Zhen Wu, 2009. "A simple model of corporate international investment under incomplete information and taxes," Annals of Operations Research, Springer, vol. 165(1), pages 123-143, January.
- Mondher Bellalah & Detao Zhang, 2019. "An intertemporal capital asset pricing model under incomplete information and short sales," Annals of Operations Research, Springer, vol. 281(1), pages 143-159, October.
- 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.
- Mondher Bellalah, 2009. "Derivatives, Risk Management & Value," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 7175, November.
- Bellalah, Mondher & Zhang, Detao, 2017. "A model for international capital markets closure in an economy with incomplete markets and short sales," Economic Modelling, Elsevier, vol. 67(C), pages 316-324.
- Mondher Bellalah & Xu Guo & Shuo Wu & Detao Zhang, 0. "General equilibrium with heterogeneous participants and continuous consumption with information costs and short selling constraints," Annals of Operations Research, Springer, vol. 0, pages 1-20.
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KeywordsInternational investment; portfolio choice; dynamic programming;
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