Equilibrium Portfolio Strategies in the Presence of Sentiment Risk and Excess Volatility

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Serval ID
serval:BIB_16CA99A30E75
Type
Article: article from journal or magazin.
Collection
Publications
Institution
Production externe
Title
Equilibrium Portfolio Strategies in the Presence of Sentiment Risk and Excess Volatility
Journal
The Journal of Finance
Author(s)
Dumas  B, Kurshev A  Uppal R
Publication state
Published
Issued date
2008
Keywords
Z3, Portfolio strategies, Market risk, Volatility
Create date
30/04/2008 13:28
Last modification date
20/08/2019 13:46
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