A model for international capital markets closure in an economy with incomplete markets and short sales
Year of publication: |
December 2017
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Authors: | Bellalah, Mondher ; Zhang, Detao |
Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 67.2017, p. 316-324
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Subject: | Incomplete markets | Market Closure | Short sales | Optimal control theory | Dynamic programming | Unvollkommener Markt | Incomplete market | Finanzmarkt | Financial market | Dynamische Optimierung | Internationaler Finanzmarkt | International financial market | Leerverkauf | Short selling | Kontrolltheorie | Control theory |
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