DMCA

Equilibrium portfolio strategies in the presence of sentiment risk and excess volatility. (2009)

by Bernard Dumas , Alexander Kurshev , Raman Uppal , Andrew Abel , Nick Barberis , Suleyman Basak , Tomas Björk , Andrea Buraschi , Joao Cocco , John Cochrane , George Constantinides , John Cotter , Alexander David , Mike Gallmeyer , Xavier Gabaix , Francisco Gomes , Lorenzo Garlappi , Joao Gomes , Tim Johnson , Leonid Kogan , Kostas Koufopoulos , Karen Lewis , Deborah Lucas , Pascal Maenhout , Massimo Massa , Stavros Panageas , Anna Pavlova , Ludovic Phalippou , Valery Polkovnichencko , Bryan Routledge , Andrew Scott , Jose Scheinkman , Hersh Shefrin , Matt Spiegel , Alex Stomper , Allan Timmermann , Skander Van Den Heuvel , Luis Viceira , Jiang Wang , Pierre-Olivier Weill , Hongjun Yan , Amir Yaron , Moto Yogo , Joseph Zechner , Stanley Zin
Venue:Journal of Finance
Citations:37 - 1 self