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~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~person:"Jondeau, Eric"
~person:"Kelly, Bryan T."
~person:"Timmermann, Allan"
~person:"Uppal, Raman"
~subject:"Portfolio-Management"
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Jondeau, Eric
Kelly, Bryan T.
Timmermann, Allan
Uppal, Raman
Ferson, Wayne E.
5
Bekaert, Geert
4
Brandt, Michael W.
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Lo, Andrew W.
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Equilibrium portfolio strategies in the presence of sentiment risk and excess volatility
Dumas, Bernard
;
Kurshev, Alexander
;
Uppal, Raman
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2007
Persistent link: https://www.econbiz.de/10003556246
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What can rational investors do about excessive volatility and sentiment fluctuations?
Dumas, Bernard
;
Kurshev, Alexander
;
Uppal, Raman
-
2005
Persistent link: https://www.econbiz.de/10003232674
Saved in:
3
Hedging macroeconomic and financial uncertainty and volatility
Dew-Becker, Ian
;
Giglio, Stefano
;
Kelly, Bryan T.
-
2019
Persistent link: https://www.econbiz.de/10012124936
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