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"Long term optimal investment with regime switching: inflation, information ..."

Mondher Bellalah et al. (2022)

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DOI: 10.1007/S10479-020-03692-8

access: closed

type: Journal Article

metadata version: 2024-02-05

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  - https://dblp.org/rec/journals/anor/BellalahHSZ22
Mondher Bellalah, Akeb Hakim, Kehan Si, Detao Zhang:
Long term optimal investment with regime switching: inflation, information and short sales. Ann. Oper. Res. 313(2): 1373-1386 (2022)

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