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科研机构
山东大学 [6]
内容类型
期刊论文 [6]
发表日期
2019 [2]
2017 [1]
2016 [1]
2009 [2]
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Intertemporal optimal portfolio choice based on labor income within shadow costs of incomplete information and short sales
期刊论文
ANNALS OF OPERATIONS RESEARCH, 2019, 卷号: 281, 期号: 1-2, 页码: 397-422
作者:
Bellalah, Mondher
;
Xu, Yaosheng
;
Zhang, Detao
收藏
  |  
浏览/下载:12/0
  |  
提交时间:2019/12/11
Optimal portfolio choice
Information cost
Short sales
Consumption
Labor income
Analytic hierarchy process
An intertemporal capital asset pricing model under incomplete information and short sales
期刊论文
ANNALS OF OPERATIONS RESEARCH, 2019, 卷号: 281, 期号: 1-2, 页码: 143-159
作者:
Bellalah, Mondher
;
Zhang, Detao
收藏
  |  
浏览/下载:14/0
  |  
提交时间:2019/12/11
Inter-temporal capital asset pricing
Information uncertainty
Short
sales
A model for international capital markets closure in an economy with incomplete markets and short sales
期刊论文
ECONOMIC MODELLING, 2017, 卷号: 67, 页码: 316-324
作者:
Bellalah, Mondher
;
Zhang, Detao
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  |  
浏览/下载:5/0
  |  
提交时间:2019/12/12
Incomplete markets
Market Closure
Short sales
Optimal control theory
Dynamic programming
A general theory of corporate international investment under incomplete information, short sales and taxes
期刊论文
ECONOMIC MODELLING, 2016, 卷号: 58, 页码: 615-626
作者:
Bellalah, Mondher
;
Bradford, Marc
;
Zhang, Detao
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  |  
浏览/下载:9/0
  |  
提交时间:2019/12/16
International investment
Information costs
Short sales and taxes
Management decision process
A simple model of corporate international investment under incomplete information and taxes
期刊论文
ANNALS OF OPERATIONS RESEARCH, 2009, 卷号: 165, 期号: 1, 页码: 123-143
作者:
Bellalah, Mondher
;
Wu, Zhen
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  |  
浏览/下载:3/0
  |  
提交时间:2019/12/26
Corporate international investment
Incomplete information
Dynamical
programming principle
A simple model of corporate international investment under incomplete information and taxes
期刊论文
Annals of operations research, 2009, 页码: 123-
作者:
Mondher Bellalah
;
Zhen Wu
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浏览/下载:8/0
  |  
提交时间:2019/12/26
corporate international investment
incomplete information
dynamical programming principle
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