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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

AuthorB. Dumas, A. Kurshev, and R. Uppal
JournalJournal of Finance
Date1 jan. 2009
CatégorieAcademic Publications
Volumevol. 64(2), 579-629

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