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Equilibrium portfolio strategies in the presence of sentiment risk and excess volatility

Dumas, Bernard; Kurshev, Alexander; Uppal, Raman - In: The journal of finance : the journal of the American … 64 (2009) 2, pp. 579-629

Persistent link: https://www.econbiz.de/10003828273

What can rational investors do about excessive volatility and sentiment fluctuations?

Dumas, Bernard (contributor); Kurshev, Alexander (contributor) - 2005

Persistent link: https://www.econbiz.de/10003364622

What can rational investors do about excessive volatility and sentiment fluctuations?

Dumas, Bernard J.; Kurshev, Alexander; Uppal, Raman - 2005

Persistent link: https://www.econbiz.de/10003294322

Equilibrium portfolio strategies in the presence of sentiment risk and excess volatility

Dumas, Bernard (contributor); Kurshev, Alexander (contributor) - 2007

Persistent link: https://www.econbiz.de/10003638366

What can rational investors do about excessive volatility and sentiment fluctuations?

Dumas, Bernard (contributor); Kurshev, Alexander (contributor) - 2005

Our objective is to understand the trading strategy that would allow an investor to take advantage of quot;excessivequot; stock price volatility and quot;sentimentquot; fluctuations. We construct a general equilibrium model of sentiment. In it, there are two classes of agents and stock prices...

Persistent link: https://www.econbiz.de/10003394257

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/10003556246

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/10003549572

What can rational investors do about excessive volatility and sentiment fluctuations?

Dumas, Bernard; Kurshev, Alexander; Uppal, Raman - 2005

Persistent link: https://www.econbiz.de/10003232674

What can rational investors do about excessive volatility and sentiment fluctuations?

Dumas, Bernard (contributor); Kurshev, Alexander (contributor) - 2005

Persistent link: https://www.econbiz.de/10003726455

What Can Rational Investors Do About Excessive Volatility and Sentiment Fluctuations?

Dumas, Bernard - 2005

Our objective is to understand the trading strategy that would allow an investor to take advantage of "excessive" stock price volatility and "sentiment" fluctuations. We construct a general equilibrium model of sentiment. In it, there are two classes of agents and stock prices are excessively...

Persistent link: https://www.econbiz.de/10012466868