Mondher Bellalah

Articles récents 

• On information costs, short sales and the pricing of extendible options, Steps and Parisian Options
  Bellalah Mondher, Annals of operations research, 262 (2), p.361-387, 2018
• Intertemporal optimal portfolio choice based on labor income within shadow costs of incomplete information and short sales
  Bellalah Mondher, Xu Yaosheng, Zhang Detao , Annals of operations research, 2018
• An intertemporal capital asset pricing model under incomplete information and short sales
  Bellalah Mondher, Zhang Detao , Annals of operations research, 2018
• Pricing derivatives in the presence of shadow costs of incomplete information and short sales
  Bellalah Mondher, Annals of operations research, 262 (2), p.389-411, 2018
• A Model for International Capital Markets Closure in an Economy with Incomplete Markets and Short Sales
  Bellalah Mondher, Zhang Detao , Economic modelling, 67 , p.316-324, 2017
• A General Theory of Corporate International Investment under Incomplete information, short sales and Taxes
  Bellalah Mondher, Bradford Marc, Zhang Detao , Economic modelling, 58 , p.615-626, 2016
• Real Options : An Alternative Valuation Model for the U.S. REIT Market
  Bellalah Mondher, Dubreuille S., Cherif M. , International journal of business, 21 (1), p.42-54, 2016
• Shadow costs of incomplete information and short sales in the valuation of the firm and its assets
  Bellalah Mondher, North american journal of economics and finance, 37 , p.406-419, 2016
• Issues in Real Options with shadow costs of incomplete Information and short sales
  Bellalah Mondher, Journal of Economic Asymmetries, 13 , p.45-56, 2016
• Management et culture du risque de crédit dans les banques tunisiennes
  Bellalah Mondher, Maraghni Hichem, Ben Bouheni Faten, Hikkerova Lubica, Sahut Jean-Michel , Revue des Sciences de Gestion, 2016/5 (281-282), p.151-161, 2016
• The Efficiency of the GIPS Sovereign Debt Markets during Crisis
  Bellalah Mondher, Bachar Fakhry, Omar Masood , International journal of business, 21 (1), p.87-98, 2016
• The performance of hybrid models in the assessment of default risk
  Bellalah Mondher, Zouari Sami, Levyne Olivier , Economic modelling, 52 , p.259-265, 2016
• Modeling transmissions of volatility shocks : Application to CDS spreads during the euro area sovereign crisis
  Bellalah Mondher, Boussada Haifa, Bellalah Makram , International journal of business, 21 (1), p.1-25, 2016
• Advanced Risk Profile Analysis of Islamic Equity Investment : Evidence from the American
  Bellalah Mondher, Chayeh Zineb , Journal of risk, 17 (6), p.1–26, 2015
• The recent financial crisis : is there an equity premium puzzle ?
  Bellalah Mondher, Heschmi H. , Research in international business and finance, 2015
• Portfolio Credit Risk Models and Name Concentration Issues : Theory and Simulations
  Bellalah Mondher, Zouari M., Sahli A., Miniaoui H. , International journal of business, 20 (2), p.110-126, 2015
• How does the historical perspective and systemic effects of house price movements help to explain the pattern of consumption in the U.K ?
  Bellalah Mondher, Advances in Management and Applied Economics, 2015