Long term optimal investment with regime switching: inflation, information and short sales

Financial models are based on the standard assumptions of frictionless markets, complete information, no transaction costs and no taxes and borrowing and short selling without restrictions. Short-selling bans around the world after the global financial crisis and in several exchanges during the COVI...

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Detalles Bibliográficos
Autores principales: Bellalah, Mondher, Hakim, Akeb, Si, Kehan, Zhang, Detao
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Springer US 2020
Materias:
S.I.: Risk Management Decisions and Value under Uncertainty
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7321651/
https://www.ncbi.nlm.nih.gov/pubmed/32836616
http://dx.doi.org/10.1007/s10479-020-03692-8

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7321651/
https://www.ncbi.nlm.nih.gov/pubmed/32836616
http://dx.doi.org/10.1007/s10479-020-03692-8

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