Long term optimal investment with regime switching: inflation, information and short sales | 1 | 0.40 | 2022 |
General equilibrium with heterogeneous participants and continuous consumption with information costs and short selling constraints | 0 | 0.34 | 2022 |
Intertemporal optimal portfolio choice based on labor income within shadow costs of incomplete information and short sales | 1 | 0.43 | 2019 |
An intertemporal capital asset pricing model under incomplete information and short sales | 1 | 0.43 | 2019 |
The near-optimal maximum principle of impulse control for stochastic recursive system. | 1 | 0.37 | 2016 |