Bernard Dumas
19 catalog papers. Identity-linked publications and additional name matches are distinguished below.
ORCID: 0000-0002-0527-986X
INSEAD, Finance Area, 77305 Fontainebleau, France; and National Bureau of Economic Research (NBER), Cambridge, Massachusetts 02138; and Centre for Economic Policy Research (CEPR), 75007 Paris, France
Publications
- A Theory of the Nominal Character of Stock Securities — Review of Finance 2023
- The Dynamic Properties of Financial-Market Equilibrium with Trading Fees — The Journal of Finance 2019
- Differences of Opinion and International Equity Markets — The Review of Financial Studies 2017
- Incomplete-Market Equilibria Solved Recursively on an Event Tree — The Journal of Finance 2012
- Equilibrium Portfolio Strategies in the Presence of Sentiment Risk and Excess Volatility — The Journal of Finance 2009
- Pass-through and Exposure — The Journal of Finance 2002
- Global Diversification, Growth, and Welfare with Imperfectly Integrated Markets for Goods — The Review of Financial Studies 2001
- Implied Volatility Functions: Empirical Tests — The Journal of Finance 1998
- The World Price of Foreign Exchange Risk — The Journal of Finance 1995
- Dynamic Equilibrium and the Real Exchange Rate in a Spatially Separated World — The Review of Financial Studies 1992
- An Exact Solution to a Dynamic Portfolio Choice Problem under Transactions Costs — The Journal of Finance 1991
- Two-Person Dynamic Equilibrium in the Capital Market — The Review of Financial Studies 1989
- DISCUSSION — The Journal of Finance 1983 (name-matched, not ORCID-linked)
- International Portfolio Choice and Corporation Finance: A Synthesis — The Journal of Finance 1983
- The Exposure of Long-Term Foreign Currency Bonds — Journal of Financial and Quantitative Analysis 1980
- THE THEORY OF THE TRADING FIRM REVISITED — The Journal of Finance 1978
- DISCUSSION — The Journal of Finance 1977
- OPTIMAL INTERNATIONAL ACQUISITIONS — The Journal of Finance 1975
- The Debt Capacity of a Government — Management Science