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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

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

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

International portfolio choice and the effect of information costs

Bellalah, Mondher; Bellalah, Makram - In: International financial systems and stock volatility : …, (pp. 351-366). 2002

Persistent link: https://www.econbiz.de/10001783010

A simple model of corporate international investment under incomplete information and taxes

Bellalah, Mondher; Wu, Zhen - 2009

Persistent link: https://www.econbiz.de/10003811681

Risk management and value : valuation and asset price

Bellalah, Mondher (ed.) - 2008

Persistent link: https://www.econbiz.de/10003556031

On portfolio analysis, market equilibrium and corporation finance with incomplete information

Bellalah, Mondher; Bouy, Charles - In: International journal of business 10 (2005) 2, pp. 133-149

Persistent link: https://www.econbiz.de/10002893158

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

Risk Management and Value : Valuation and Asset Pricing

Bellalah, Mondher - 2009

This book provides a comprehensive discussion of the issues related to risk, volatility, value and risk management. It includes a selection of the best papers presented at the Fourth International Finance Conference 2007, qualified by Professor James Heckman, the 2000 Nobel Prize Laureate in...

Persistent link: https://www.econbiz.de/10013156510

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