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Short- and long-term hedging for the corporation
Dumas, Bernard
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1994
Persistent link: https://www.econbiz.de/10000151093
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Equilibrium portfolio strategies in the presence of sentiment risk and excess volatility
Dumas, Bernard
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Kurshev, Alexander
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Uppal, Raman
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2007
Persistent link: https://www.econbiz.de/10003549572
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Trading fees and slow-moving capital
Buss, Adrian
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Dumas, Bernard
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2015
Persistent link: https://www.econbiz.de/10011316537
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Financial-market equilibrium with friction
Buss, Adrian
;
Dumas, Bernard
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2013
Persistent link: https://www.econbiz.de/10009784729
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How long do unilateral target zones last?
Dumas, Bernard
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1992
Persistent link: https://www.econbiz.de/10013422149
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6
Implied volatility functions : empirical tests
Dumas, Bernard
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1996
Persistent link: https://www.econbiz.de/10013422413
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