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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...
| Autores principales: | , , , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Springer US
2020
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| Materias: | |
| 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 |