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EQUILIBRIUM PORTFOLIO STRATEGIES IN THE PRESENCE OF SENTIMENT RISK AND EXCESS VOLATILITY
Dumas, Bernard; Kurshev, Alexander; Uppal, Raman - 2007
Persistent link: https://www.econbiz.de/10007861214
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WHAT CAN RATIONAL INVESTORS DO ABOUT EXCESSIVE VOLATILITY AND SENTIMENT FLUCTUATIONS?
Dumas, Bernard; Kurshev, Alexander; Uppal, Raman - 2005
Persistent link: https://www.econbiz.de/10006956903
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GLOBAL DIVERSIFICATION, GROWTH AND WELFARE WITH IMPERFECTLY INTEGRATED MARKETS FOR GOODS
Dumas, Bernard; Uppal, Raman - 1999
Persistent link: https://www.econbiz.de/10006989268
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RISK AVERSION AND OPTIMAL PORTFOLIO POLICIES IN PARTIAL AND GENERAL EQUILIBRIUM ECONOMIES - WORKING PAPER
Kogan, Leonid; Uppal, Raman - 2001
Persistent link: https://www.econbiz.de/10006976471
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THE EQUILIBRIUM APPROACH TO EXCHANGE RATES: THEORY AND TESTS
Apte, Prakash; Sercu, Piet; Uppal, Raman - 1996
Persistent link: https://www.econbiz.de/10007003546
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CROSS-BORDER VALUATION: THE INTERNATIONAL COST OF EQUITY CAPITAL
Bodnar, Gordon M.; Dumas, Bernard; Marston, Richard C. - 2003
Persistent link: https://www.econbiz.de/10006966049
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INCOMPLETE-MARKET EQUILIBRIA SOLVED RECURSIVELY ON AN EVENT TREE
Dumas, Bernard; Lyasoff, Andrew - 2008
Persistent link: https://www.econbiz.de/10008176798
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IMPLIED VOLATILITY FUNCTIONS: EMPIRICAL TESTS
Dumas, Bernard; Fleming, Jeff; Whaley, Robert E. - 1996
Persistent link: https://www.econbiz.de/10007001159
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A TEST OF THE INTERNATIONAL CAPM USING BUSINESS CYCLES INDICATORS AS INSTRUMENTAL VARIABLES
Dumas, Bernard - 1994
Persistent link: https://www.econbiz.de/10007011040
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CURRENCY OPTION PRICING IN CREDIBLE TARGET ZONES
Dumas, Bernard; Jennergren, L.Peter; Näslund, Bertil - 1993
Persistent link: https://www.econbiz.de/10007015557