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