|July 2015||Trading Fees and Slow-Moving Capital|
with Adrian Buss: w21421
|June 2013||Financial-market Equilibrium with Friction|
with Adrian Buss: w19155
|January 2011||Differences of Opinion and International Equity Markets|
with Karen K. Lewis, Emilio Osambela: w16726
|December 2008||Incomplete-Market Equilibria Solved Recursively on an Event Tree|
with Andrew Lyasoff: w14629
Published: Incomplete-Market Equilibria Solved Recursively on an Event Tree BERNARD DUMAS, ANDREW LYASOFF† Article first published online: 12 SEP 2012 DOI: 10.1111/j.1540-6261.2012.01775.x © 2012 The American Finance Association Issue The Journal of Finance The Journal of Finance Volume 67, Issue 5, pages 1897–1941, October 2012
|September 2007||Equilibrium Portfolio Strategies in the Presence of Sentiment Risk and Excess Volatility|
with Alexander Kurshev, Raman Uppal: w13401
Published: Bernard Dumas & Alexander Kurshev & Raman Uppal, 2009. "Equilibrium Portfolio Strategies in the Presence of Sentiment Risk and Excess Volatility," Journal of Finance, American Finance Association, vol. 64(2), pages 579-629, 04. citation courtesy of
|November 2005||What Can Rational Investors Do About Excessive Volatility and Sentiment Fluctuations?|
with Alexander Kurshev, Raman Uppal: w11803
|November 2003||Cross-Border Valuation: The International Cost of Equity Capital|
with Gordon M. Bodnar, Richard D. Marston: w10115
|March 1999||Global Diversification, Growth and Welfare with Imperfectly Integrated Markets for Goods|
with Raman Uppal: w6994
Published: Dumas, B. and R. Uppal. "Global Diversification, Growth, And Welfare With Imperfectly Integrated Markets For Goods," Review of Financial Studies, 2001, v14(1,Spring), 277-305. citation courtesy of
|April 1998||Efficient Intertemporal Allocations with Recursive Utility|
with Raman Uppal, Tan Wang: t0231
Published: Dumas, Bernard, Raman Uppal and Tan Wang. "Efficient Intertemporal Allocations With Recursive Utility," Journal of Economic Theory, 2000, v93(2,Aug), 240-259.
|March 1996||Implied Volatility Functions: Empirical Tests|
with Jeff Fleming, Robert E. Whaley: w5500
Published: The Journal of Finance, Vol. L111, no.6, (December 1998), pp. 2059-2106.
|December 1995||Modeling International Financial Markets|
NBER Reporter Reporter_archive
|February 1994||A Test of the International CAPM Using Business Cycles Indicators as Instrumental Variables|
|January 1994||A Test of the International CAPM Using Business Cycles Indicators as Instrumental Variables|
in The Internationalization of Equity Markets , Jeffrey A. Frankel, editor
|November 1993||Currency Option Pricing in Credible Target Zones|
with L. Peter Jennergren, Bertil Naslund: w4522
Published: Review of Futures Markets, Vol. 12, No. 2, pp. 323-346. (April 1992)
|September 1993||Partial- Vs. General-Equilibrium Models of the International Capital Market|
Published: R. van der Ploeg, ed., Handbook of International Macroeconomics,(Basil Blackwell Publishers), 1994.
|Realignment Risk and Currency Option Pricing in Target Zones|
with L. Peter Jennergren, Bertil Naslund: w4458
Published: European Economic Review, Vol. 39, (1995), pp. 1523-1566. citation courtesy of
|The World Price of Foreign Exchange Risk|
with Bruno Solnik: w4459
Published: Journal of France, Vol.50, (1995), pp. 665-679.
|December 1991||How Long do Unilateral Target Zones Last?|
with Lars E.O. Svensson: w3931
Published: Journal of International Economics, 36 (1994) pp. 467-481 citation courtesy of
|January 1991||Target Zones Big and Small|
with Francisco Delgado: w3601
Published: "Target Zones, Broad and Narrow," Exchange Rate Targets and Currency Bands.eds. P. Krugman and M. Miller. Cambridge, U.K.: Cambridge University Press, for CEPR and NBER, 1992.
|September 1990||Monetary Contracting Between Central Banks and the Design of SustainableExchange-Rate Zones|
with Francisco Delgado: w3440
Published: Journal of International Economics, Vol. 34, pp. 201-224 (1993).
|April 1989||Super Contact and Related Optimality Conditions: A Supplement to AvinashDixits:"A Simplified Exposition of Some Results Concerning Regulated Brownian.|
Published: "Super Contact and Related Optimality Conditions," Journal of Economic Dynamics and Control, Vol 15, pp. 675-685, 1991.
|Perishable Investment and Hysteresis in Capital Formation|
|April 1988||Pricing Physical Assets Internationally|
Published: "Dynamic Equilibrium and the Real Exchange Rate in a Spatially Separated World," Review of Financial Studies, vol. 5, 1992, pp. 153-180
|September 1986||Two-Person Dynamic Equilibrium: Trading in the Capital Market|
Published: "Two-Person Dynamic Equilibrium in the Capital Market." From The Review of Financial Studies, Vol. 2, No. 2, pp. 157-188, (1989).