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Performance of currency portfo...
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221
Siegel's paradox and the pricing of currency options
Dumas, Bernard
;
Jennergren, L.Peter
;
Näslund, Bertil
- In:
Journal of international money and finance
14
(
1995
)
2
,
pp. 213-224
Persistent link: https://www.econbiz.de/10006940144
Saved in:
222
INCOMPLETE-MARKET EQUILIBRIA SOLVED RECURSIVELY ON AN EVENT TREE
Dumas, Bernard
;
Lyasoff, Andrew
-
2008
Persistent link: https://www.econbiz.de/10008176797
Saved in:
223
INCOMPLETE-MARKET EQUILIBRIA SOLVED RECURSIVELY ON AN EVENT TREE
Dumas, Bernard
;
Lyasoff, Andrew
-
2008
Persistent link: https://www.econbiz.de/10008176798
Saved in:
224
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. 579-630
Persistent link: https://www.econbiz.de/10008231897
Saved in:
225
Notes, Comments, and Letters to the Editor - Efficient Intertemporal Allocations with Recursive Utility
Dumas, Bernard
;
Uppal, Raman
;
Wang, Tan
- In:
Journal of economic theory
93
(
2000
)
2
,
pp. 240-259
Persistent link: https://www.econbiz.de/10007676501
Saved in:
226
PERSPECTIVES - Why Not Trade Pension Claims?
Dumas, Bernard
;
Syz, Juerg
- In:
Financial analysts' journal : FAJ
63
(
2007
)
1
,
pp. 46-54
Persistent link: https://www.econbiz.de/10007607529
Saved in:
227
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/10007861214
Saved in:
228
How long do unilateral target zones last?
Dumas, Bernard
;
Svensson, Lars E.O.
- In:
Journal of international economics
36
(
1994
)
3-4
,
pp. 467-482
Persistent link: https://www.econbiz.de/10007711004
Saved in:
229
Some models of the international capital market
Dumas, Bernard
- In:
European economic review : EER
38
(
1994
)
3-4
,
pp. 923-931
Persistent link: https://www.econbiz.de/10007714680
Saved in:
230
Monetary contracting between central banks and the design of sustainable exchange-rate zones
Delgado, Francisco
;
Dumas, Bernard
- In:
Journal of international economics
34
(
1993
)
3-4
,
pp. 201-224
Persistent link: https://www.econbiz.de/10007716148
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