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International Portfolio Choice and the Effect of Information Costs

Bellalah, Makram; Bellalah, Mondher - Université Paris-Dauphine (Paris IX) - 2001

This paper presents a model of international asset pricing in the presence of shadow costs of incomplete information. The model shows that the exchange rate risk is priced in an international setting. The home bias equity is explained by the shadow costs of incomplete information. These costs...

Persistent link: https://www.econbiz.de/10010707687

Valuation of futures and commodity options with information costs

Bellalah, Mondher - In: The journal of futures markets 19 (1999) 6, pp. 645-664

Persistent link: https://www.econbiz.de/10001410394

Option valuation with information costs : theory and tests

Bellalah, Mondher - In: The financial review : the official publication of the … 30 (1995) 3, pp. 617-635

Persistent link: https://www.econbiz.de/10001190096

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

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

Pricing derivatives in the presence of shadow costs of incomplete information and short sales

Bellalah, Mondher - In: Risk management decisions and wealth management in …, (pp. 389-411). 2018

Persistent link: https://www.econbiz.de/10011871645

A simple analytic formula for American options within information uncertainty

Bellalah, Mondher; Mohamed, Ahnani - In: Finance India : the quarterly journal of Indian … 15 (2001) 2, pp. 487-501

Persistent link: https://www.econbiz.de/10001729638

On corporate international investment under incomplete information

Bellalah, Mondher - In: International journal of business 9 (2004) 2, pp. 133-142

Persistent link: https://www.econbiz.de/10002082789

The effect of incomplete information on the cost of capital in internationally integrated market

Bellalah, Mondher; Bellalah, Makram - In: Finance India : the quarterly journal of Indian … 16 (2002) 1, pp. 229-235

Persistent link: https://www.econbiz.de/10001674463

A model for market closure and international portfolio management within incomplete information

Bellalah, Mondher; Wu, Zhen - In: International journal of theoretical and applied finance 5 (2002) 5, pp. 479-495

Persistent link: https://www.econbiz.de/10001687132