Bernard Dumas
22 works on record
Works
Construire des actions collectives
1997
Financial securities
1996
The Economics of Continuous-Time Finance
Equilibrium portfolio strategies in the presence of sentiment risk and excess volatility
2007
What can rational investors do about excessive volatility and sentiment fluctuations?
2005
Efficient intertemporal allocations with recursive utility
1999
Global diversification, growth and welfare with imperfectly integrated markets for goods
1999
Implied volatility functions
1996
Short- and long-term hedging for the corporation
1994
Theory of Financial Securities
1994
A test of the international CAPM using business cycles indicators as instrumental variables
1994
Currency option pricing in credible target zones
1993
The World price of foreign exchange risk
1993
Realignment risk and currency option pricing in target zones
1993
Partial- vs. general-equilibrium models of the international capital market
1993
How long do unilateral target zones last?
1991
Perishable investment and hysteresis in capital formation
1989
Biocontrol of Plant Disease
Optimal domestic acquisitions
Trade balance, foreign exchange, overspending, underspending
The influence of investor's heterogeneous expectations on the firm's cost of capital
48 Observations de maladie thrombo-embolique du post-partum