Long term optimal investment with regime switching: inflation, information and short sales
Crossref DOI link: https://doi.org/10.1007/s10479-020-03692-8
Published Online: 2020-06-28
Published Print: 2022-06
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Bellalah, Mondher
Hakim, Akeb
Si, Kehan
Zhang, Detao https://orcid.org/0000-0002-8056-9605
Funding for this research was provided by:
National Natural Science Foundation of China (11401345, 11601285)
National Natural Science Foundation of China (11831010, 61573217)
Text and Data Mining valid from 2020-06-28
Version of Record valid from 2020-06-28
Article History
First Online: 28 June 2020