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Equilibrium portfolio strategies in the presence of sentiment risk and excess volatility
Dumas, Bernard; Kurshev, Alexander; Uppal, Raman - In: The journal of finance : the journal of the American … 64 (2009) 2, pp. 579-629
Persistent link: https://www.econbiz.de/10003828273
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International portfolio choice and corporation finance : a synthesis
Adler, Michael; Dumas, Bernard - In: The journal of finance : the journal of the American … 38 (1983) 3, pp. 925-984
Persistent link: https://www.econbiz.de/10001801122
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Optimal international acquisitions
Adler, Michael; Dumas, Bernard - In: The journal of finance : the journal of the American … 30 (1975) 1, pp. 1-19
Persistent link: https://www.econbiz.de/10001801416
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An exact solution to a dynamic portfolio choice problem under transactions costs
Dumas, Bernard - In: The journal of finance : the journal of the American … 46 (1991) 2, pp. 577-595
Persistent link: https://www.econbiz.de/10001108563
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Implied volatility functions : empirical tests
Dumas, Bernard - In: The journal of finance : the journal of the American … 53 (1998) 6, pp. 2059-2106
Persistent link: https://www.econbiz.de/10001251913
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Pass-through and exposure
Bodnar, Gordon M.; Dumas, Bernard; Marston, Richard C. - In: The journal of finance : the journal of the American … 57 (2002) 1, pp. 199-231
Persistent link: https://www.econbiz.de/10001650378
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The world price of foreign exchange risk
Dumas, Bernard - In: The journal of finance : the journal of the American … 50 (1995) 2, pp. 445-479
Persistent link: https://www.econbiz.de/10001184816
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Incomplete-market equilibria solved recursively on an event tree
Dumas, Bernard; Lyasoff, Andrew - In: The journal of finance : the journal of the American … 67 (2012) 5, pp. 1897-1941
Persistent link: https://www.econbiz.de/10010219879
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Financial Securities: Market Equilibrium and Pricing Methods
Dumas, Bernard; Allaz, Blaise; French, Dan W. - In: The journal of finance : the journal of the American … 51 (1996) 4, pp. 1565-1566
Persistent link: https://www.econbiz.de/10007325788
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The World Price of Foreign Exchange Risk
Dumas, Bernard; Solnik, Bruno - In: The journal of finance : the journal of the American … 50 (1995) 2, pp. 445-480
Persistent link: https://www.econbiz.de/10007334618