Equilibrium portfolio strategies in the presence of sentiment risk and excess volatility

Journal of Finance

Volumn 64, Issue 2, 2009, Pages 579-629

  Dumas, Bernard ^a   Kurshev, Alexander ^b   Uppal, Raman ^c  

^a UNIVERSITY OF LAUSANNE   (Switzerland)

^b LONDON BUSINESS SCHOOL   (United Kingdom)

^c CEPR   (United Kingdom)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 62449196420     PISSN: 00221082     EISSN: 15406261     Source Type: Journal    
DOI: 10.1111/j.1540-6261.2009.01444.x     Document Type: Article

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