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Long term optimal investment with regime switching: inflation, information and short sales - MaRDI portal

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

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Publication:2151682

DOI10.1007/s10479-020-03692-8zbMath1494.91131OpenAlexW3038112251WikidataQ98659518 ScholiaQ98659518MaRDI QIDQ2151682

Kehan Si, Akeb Hakim, Mondher Bellalah, Detao Zhang

Publication date: 5 July 2022

Published in: Annals of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10479-020-03692-8




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