Mondher Bellalah

According to our database, Mondher Bellalah authored at least 7 papers between 2009 and 2022.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2022

Long term optimal investment with regime switching: inflation, information and short sales.

Mondher Bellalah, Hakim Akeb, Kehan Si, Detao Zhang

Ann. Oper. Res., 2022

General equilibrium with heterogeneous participants and continuous consumption with information costs and short selling constraints.

Mondher Bellalah, Xu Guo, Shuo Wu, Detao Zhang

Ann. Oper. Res., 2022

2019

An intertemporal capital asset pricing model under incomplete information and short sales.

Mondher Bellalah, Detao Zhang

Ann. Oper. Res., 2019

Intertemporal optimal portfolio choice based on labor income within shadow costs of incomplete information and short sales.

Mondher Bellalah, Yaosheng Xu, Detao Zhang

Ann. Oper. Res., 2019

2018

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

Mondher Bellalah

Ann. Oper. Res., 2018

On information costs, short sales and the pricing of extendible options, steps and Parisian options.

Mondher Bellalah

Ann. Oper. Res., 2018

2009

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

Mondher Bellalah, Zhen Wu

Ann. Oper. Res., 2009