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

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

AutorB. Dumas, A. Kurshev, and R. Uppal
JournalJournal of Finance
Datum1. Jan. 2009
KategorieAcademic Publications
Volumevol. 64(2), 579-629

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