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subject:"Game theory"
subject:"Incomplete information"
~person:"Bellalah, Mondher"
~subject:"Portfolio selection"
~subject:"Wettbewerb"
~type:"article"
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Game theory
Incomplete information
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Theorie
35
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19
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13
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11
Option pricing theory
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Bellalah, Mondher
Fabozzi, Frank J.
68
Güth, Werner
68
Samuelson, Larry
39
Fudenberg, Drew
37
Binmore, Ken
31
Korn, Ralf
30
Tijs, Stef
29
Palfrey, Thomas R.
28
Escobar, Marcos
27
Levine, David K.
27
Markowitz, Harry
27
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26
Wong, Wing Keung
26
Li, Duan
25
Peleg, Bezalel
25
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24
Kräkel, Matthias
24
Satchell, Stephen
23
Konrad, Kai A.
22
Prigent, Jean-Luc
22
Roth, Alvin E.
22
Rubinstein, Ariel
22
Zagst, Rudi
22
Berninghaus, Siegfried
21
Camerer, Colin
21
Le Breton, Michel
21
Nitsan, Shemuʾel
21
Račev, Svetlozar T.
21
Gollier, Christian
20
Huck, Steffen
20
Morris, Stephen
20
Selten, Reinhard
20
Damme, Eric E. C. van
19
Dutta, Bhaskar
19
Maskin, Eric
19
Shubik, Martin
19
Wooders, Myrna Holtz
19
Aumann, Robert J.
18
Bolle, Friedel
18
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International journal of business
5
Finance India : the quarterly journal of Indian Institute of Finance
4
Decision making and risk/return optimization in financial economics
2
Real R & D options
2
Computational economics
1
Economic modelling
1
International financial systems and stock volatility : issues and remedies
1
International journal of theoretical and applied finance
1
Mathematics and financial economics
1
Risk management and value : valuation and asset price
1
Risk management decisions and value under uncertainty
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The North American journal of economics and finance : a journal of financial economics studies
1
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ECONIS (ZBW)
23
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1
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23
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1
An optimal portfolio and consumption problem with a benchmark and partial information
Bellalah, Mondher
;
Zhang, Detao
;
Zhang, Panpan
- In:
Mathematics and financial economics
17
(
2023
)
1
,
pp. 127-152
Persistent link: https://www.econbiz.de/10014226256
Saved in:
2
Long term optimal investment with regime switching : inflation, information and short sales
Bellalah, Mondher
;
Hakim, Akeb
;
Si, Kehan
;
Zhang, Detao
- In:
Risk management decisions and value under uncertainty
,
(pp. 1373-1386)
.
2022
Persistent link: https://www.econbiz.de/10013342122
Saved in:
3
Optimal portfolio choice under shadow costs with fixed assets when time-horizon is uncertain
Bellalah, Mondher
;
Zhang, Detao
;
Zhang, Panpan
- In:
Computational economics
56
(
2020
)
1
,
pp. 5-20
Persistent link: https://www.econbiz.de/10012272014
Saved in:
4
An intertemporal capital asset pricing model under incomplete information and short sales
Bellalah, Mondher
;
Zhang, Detao
- In:
Decision making and risk/return optimization in …
,
(pp. 143-159)
.
2019
Persistent link: https://www.econbiz.de/10012127947
Saved in:
5
Intertemporal optimal portfolio choice based on labor income within shadow costs of incomplete information and short sales
Bellalah, Mondher
;
Xu, Yaosheng
;
Zhang, Detao
- In:
Decision making and risk/return optimization in …
,
(pp. 397-422)
.
2019
Persistent link: https://www.econbiz.de/10012135890
Saved in:
6
A general theory of corporate international investment under incomplete information, short sales and taxes
Bellalah, Mondher
;
Bradford, Marc
;
Zhang, Detao
- In:
Economic modelling
58
(
2016
),
pp. 615-626
Persistent link: https://www.econbiz.de/10011647934
Saved in:
7
Shadow costs of incomplete information and short sales in the valuation of the firm and its assets
Bellalah, Mondher
- In:
The North American journal of economics and finance : a …
37
(
2016
),
pp. 406-419
Persistent link: https://www.econbiz.de/10011672986
Saved in:
8
Portfolio credit risk models and name concentration issues : theory and simulations
Bellalah, Mondher
;
Zouari, Mohamed
;
Sahli, Amel
; …
- In:
International journal of business
20
(
2015
)
2
,
pp. 111-127
Persistent link: https://www.econbiz.de/10011286490
Saved in:
9
An intertemporal capital asset pricing model under imcomplete information
Bellalah, Mondher
;
Wu, Zhen
- In:
International journal of business
14
(
2009
)
1
,
pp. 47-63
Persistent link: https://www.econbiz.de/10003828671
Saved in:
10
Managing derivatives in the presence of a smile effect and incomplete information
Bellalah, Mondher
- In:
Risk management and value : valuation and asset price
,
(pp. 1-10)
.
2008
Persistent link: https://www.econbiz.de/10003686148
Saved in:
1
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3
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