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

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

Bibliografiset tiedot
Julkaisussa:Journal of Finance V.64, 1-6 (2009).
Päätekijä: Dumas, Bernard
Aineistotyyppi: Artikkeli
Kieli:English
Aiheet:
Investment policy.
Volatility.
Equilibrium.
Risk factors.