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

Mondher Bellalah1,2, Akeb Hakim2, Kehan Si3

  • 1Cy Cergy Paris University, Cergy, France.

Annals of Operations Research
|August 25, 2020
PubMed

Keywords:
Inflation rateInformation costsRegime switchingShort selling costs

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