Mondher Bellalah - researchr alias

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Viewing Publication 1 - 7 from 7

2022

Long term optimal investment with regime switching: inflation, information and short salesMondher Bellalah, Akeb Hakim, Kehan Si, Detao Zhang. anor, 313(2):1373-1386, 2022. [doi]

General equilibrium with heterogeneous participants and continuous consumption with information costs and short selling constraintsMondher Bellalah, Xu Guo, Shuo Wu, Detao Zhang. anor, 313(2):713-732, 2022. [doi]

2019

An intertemporal capital asset pricing model under incomplete information and short salesMondher Bellalah, Detao Zhang. anor, 281(1-2):143-159, 2019. [doi]

Intertemporal optimal portfolio choice based on labor income within shadow costs of incomplete information and short salesMondher Bellalah, Yaosheng Xu, Detao Zhang. anor, 281(1-2):397-422, 2019. [doi]

2018

Pricing derivatives in the presence of shadow costs of incomplete information and short salesMondher Bellalah. anor, 262(2):389-411, 2018. [doi]

On information costs, short sales and the pricing of extendible options, steps and Parisian optionsMondher Bellalah. anor, 262(2):361-387, 2018. [doi]

2009

A simple model of corporate international investment under incomplete information and taxesMondher Bellalah, Zhen Wu. anor, 165(1):123-143, 2009. [doi]

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