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Partial- vs general-equilibrium models of the international capital market
Dumas, Bernard - 1993
Persistent link: https://www.econbiz.de/10000874458
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Partial- vs general-equilibrium models of the international capital market
Dumas, Bernard - 1993
Persistent link: https://www.econbiz.de/10000881671
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Partial- Vs. General-Equilibrium Models of the International Capital Market
Dumas, Bernard - 1993
In this essay, I discuss and compare two ways of modeling international capital market equilibrium: the orthodox, general-equilibrium approach and the heterodox, partial-equilibrium CAPM (Capital Asset Pricing Model) approach. The benchmark for this comparison is the model's ability to provide...
Persistent link: https://www.econbiz.de/10012474500
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Partial- vs general-equilibrium models of the international capital market
Dumas, Bernard - 1994
Persistent link: https://www.econbiz.de/10000885516
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An exact solution [dynamic] to the portfolio choice problem under transactions costs
Dumas, Bernard; Luciano, Elisa - 1990
Persistent link: https://www.econbiz.de/10000789448
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Performance of currency portfolios chosen by a Bayesian technique 1967 - 1985
Dumas, Bernard; Jacquillat, Bertrand - 1987
Persistent link: https://www.econbiz.de/10000772379
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Performance of currency portfolios chosen by a Bayesian technique : 1967 - 1985
Dumas, Bernard - In: Journal of banking & finance 14 (1990) 2, pp. 539-558
Persistent link: https://www.econbiz.de/10001092350
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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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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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International portfolio choice and corporation finance : a survey
Adler, Michael; Dumas, Bernard - 1981
Persistent link: https://www.econbiz.de/10001801107