Equilibrium portfolio strategies in the presence of sentiment risk and excess volatility:
Saved in:
| Main Authors: | , , |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
Cambridge, Mass.
National Bureau of Economic Research
2007
|
| Series: | Working paper series / National Bureau of Economic Research
13401 |
| Online Access: | Volltext |
| Item Description: | Literaturverz. S. 46 - 49 |
| Physical Description: | 49 S. graph. Darst. 22 cm |
Staff View
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| id | DE-604.BV023593302 |
| illustrated | Illustrated |
| index_date | 2024-07-02T22:41:31Z |
| indexdate | 2024-07-09T21:25:14Z |
| institution | BVB |
| language | English |
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| spelling | Dumas, Bernard 1947- Verfasser (DE-588)128866845 aut Equilibrium portfolio strategies in the presence of sentiment risk and excess volatility Bernard Dumas ; Alexander Kurshev ; Raman Uppal Cambridge, Mass. National Bureau of Economic Research 2007 49 S. graph. Darst. 22 cm txt rdacontent n rdamedia nc rdacarrier Working paper series / National Bureau of Economic Research 13401 Literaturverz. S. 46 - 49 Kurshev, Alexander Verfasser (DE-588)131531441 aut Uppal, Raman 1961- Verfasser (DE-588)13042644X aut Erscheint auch als Online-Ausgabe National Bureau of Economic Research <Cambridge, Mass.> NBER working paper series 13401 (DE-604)BV002801238 13401 http://papers.nber.org/papers/w13401.pdf kostenfrei Volltext |
| spellingShingle | Dumas, Bernard 1947- Kurshev, Alexander Uppal, Raman 1961- Equilibrium portfolio strategies in the presence of sentiment risk and excess volatility |
| title | Equilibrium portfolio strategies in the presence of sentiment risk and excess volatility |
| title_auth | Equilibrium portfolio strategies in the presence of sentiment risk and excess volatility |
| title_exact_search | Equilibrium portfolio strategies in the presence of sentiment risk and excess volatility |
| title_exact_search_txtP | Equilibrium portfolio strategies in the presence of sentiment risk and excess volatility |
| title_full | Equilibrium portfolio strategies in the presence of sentiment risk and excess volatility Bernard Dumas ; Alexander Kurshev ; Raman Uppal |
| title_fullStr | Equilibrium portfolio strategies in the presence of sentiment risk and excess volatility Bernard Dumas ; Alexander Kurshev ; Raman Uppal |
| title_full_unstemmed | Equilibrium portfolio strategies in the presence of sentiment risk and excess volatility Bernard Dumas ; Alexander Kurshev ; Raman Uppal |
| title_short | Equilibrium portfolio strategies in the presence of sentiment risk and excess volatility |
| title_sort | equilibrium portfolio strategies in the presence of sentiment risk and excess volatility |
| url | http://papers.nber.org/papers/w13401.pdf |
| volume_link | (DE-604)BV002801238 |
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