Equilibrium Portfolio Strategies in the Presence of Sentiment Risk and Excess Volatility
| 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 2181915. - Vol. 64.2009, 2, p. 579-630
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