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

Bernard Dumas

Publication Data

Title Equilibrium portfolio strategies in the presence of sentiment risk and excess volatility
Author Bernard Dumas
Contributors Alexander Kurshev, Raman Uppal, Centre for Economic Policy Research
Publisher Centre for Economic Policy Research
Publication date 2007
Publication location London
Language English

Topics

Stocks :: Prices :: Mathematical models
Stock price forecasting

Catalogue Data

OBNB ID GBA789330
ISBN 10 n/a
ISBN 13 n/a
Type BibliographicResource, Book
Dewey Classification 332.63222

ISBD

P1053 49 p.
P1042 Includes bibliographical references.

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Equilibrium portfolio strategies in the presence of sentiment risk and excess volatility by Bernard Dumas. Published by Centre for Economic Policy Research in 2007. Publication and catalogue information, links to buy online and reader comments.