Extent:
application/pdf
Series:
Type of publication: Book / Working Paper
Notes:
AP published as Bernard Dumas & Alexander Kurshev & Raman Uppal, 2009. "Equilibrium Portfolio Strategies in the Presence of Sentiment Risk and Excess Volatility," Journal of Finance, American Finance Association, vol. 64(2), pages 579-629, 04. Number 13401
Classification: C11 - Bayesian Analysis ; D58 - Computable and Other Applied General Equilibrium Models ; D84 - Expectations; Speculations ; D91 - Intertemporal Consumer Choice; Life Cycle Models and Saving
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