Equilibrium Portfolio Strategies in the Presence of Sentiment Risk and Excess Volatility
Year of publication: |
2007-07-01
|
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Authors: | Dumas, Bernard ; Kurshev, Alexander ; Uppal, Raman |
Institutions: | Institut für Schweizerisches Bankwesen <Zürich> |
Subject: | Kreditmarkt | Volatilität | Marktgleichgewicht |
Extent: | 529408 bytes 52 p. application/pdf |
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Series: | Working paper ; 434 (2007) |
Type of publication: | Book / Working Paper |
Language: | English |
Classification: | Management of financial services: stock exchange and bank management science (including saving banks) ; Individual Working Papers, Preprints ; No country specification |
Source: | USB Cologne (business full texts) |
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