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Bernard Dumas

  • Construire des actions collectivesConstruire des actions collectives
  • Financial securitiesFinancial securities
  • The Economics of Continuous-Time FinanceThe Economics of Continuous-Time Finance
  • 48 Observations de maladie thrombo-embolique du post-partum48 Observations de maladie thrombo-embolique du post-partum
  • A test of the international CAPM using business cycles indicators as instrumental variablesA test of the international CAPM using business cycles indicators as instrumental variables
  • Biocontrol of Plant DiseaseBiocontrol of Plant Disease
  • Currency option pricing in credible target zonesCurrency option pricing in credible target zones
  • Efficient intertemporal allocations with recursive utilityEfficient intertemporal allocations with recursive utility
  • Equilibrium portfolio strategies in the presence of sentiment risk and excess volatilityEquilibrium portfolio strategies in the presence of sentiment risk and excess volatility
  • Global diversification, growth and welfare with imperfectly integrated markets for goodsGlobal diversification, growth and welfare with imperfectly integrated markets for goods
  • How long do unilateral target zones last?How long do unilateral target zones last?
  • Implied volatility functionsImplied volatility functions