Found 3 results for your keywords: author="Dumas, Bernard"

Why not trade pension claims?

1
(Dumas, Bernard) (Syz, Juerg)

Incomplete-market equilibria solved recursively on an event tree

1
(Dumas, Bernard) (Lyasoff, Andrew)

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

1
(Uppal, Raman) (Dumas, Bernard) (Kurshev, Alexander)