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The Dynamic Properties of Financial‐Market Equilibrium with Trading Fees
BUSS, ADRIAN; DUMAS, BERNARD - In: The Journal of Finance 74 (2019) 2, pp. 795-844
Persistent link: https://www.econbiz.de/10012094251
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Differences of opinion and international equity markets
Dumas, Bernard; Lewis, Karen K.; Osambela, Emilio - 2011
Persistent link: https://www.econbiz.de/10008856007
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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/10003549572
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Trading fees and slow-moving capital
Buss, Adrian; Dumas, Bernard - 2015
Persistent link: https://www.econbiz.de/10011316537
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Trading fees and slow-moving capital
Buss, Adrian; Dumas, Bernard - 2015
Persistent link: https://www.econbiz.de/10011327173
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Financial-market equilibrium with friction
Buss, Adrian; Dumas, Bernard - 2013
Persistent link: https://www.econbiz.de/10009767514
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Financial-market equilibrium with friction
Buss, Adrian; Dumas, Bernard - 2013
Persistent link: https://www.econbiz.de/10009784729
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Hysteresis bands on returns, holding period and transaction costs
Delgado, Francisco; Dumas, Bernard; Puopolo, Giovanni W. - In: Journal of banking & finance 57 (2015), pp. 86-100
Persistent link: https://www.econbiz.de/10011543798
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From volatility smiles to the volatility of volatility
Dumas, Bernard; Luciano, Elisa - In: Decisions in economics and finance : DEF ; a journal of … 42 (2019) 2, pp. 387-406
Persistent link: https://www.econbiz.de/10012127226
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Comment on: "the intended and unintended consequences of financial-market regulations : a general equilibrium analysis" by Adrian Buss, Bernard Dumas, Raman Uppal, and Grigory Vilk...
Walden, Johan - In: Journal of monetary economics 81 (2016), pp. 44-47
Persistent link: https://www.econbiz.de/10011716773