Equilibrium portfolio strategies in the presence of sentiment risk and excess volatility
Bernard Dumas, Alexander Kurshev, and Raman Uppal
| Year of publication: |
2009
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|---|---|
| Authors: | Dumas, Bernard ; Kurshev, Alexander ; Uppal, Raman |
| Published in: |
The journal of finance : the journal of the American Finance Association. - Hoboken, NJ [u.a.] : Wiley, ISSN 0022-1082, ZDB-ID 218191-5. - Vol. 64.2009, 2, p. 579-629
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| Subject: | Portfolio-Management | Portfolio selection | Kapitalanlage | Financial investment | Börsenkurs | Share price | Volatilität | Volatility | Risikoprämie | Risk premium | Erwartungsbildung | Expectation formation | Theorie | Theory |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003828273