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Bernard Dumas

Institution: INSEAD

Primary Field: Finance (weighted toward more recent publications)

Homepage: https://www.insead.edu/faculty-research/faculty/bernard-dumas/personal-site

First Publication: 1975

Most Recent: 2019

RePEc ID: pdu519 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.02: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total Percentile
Last 5 Years 0.00 0.00 0.00 0.00 0.00 -
Last 10 Years 0.00 4.37 0.00 0.00 4.37 68%
All Time 8.07 44.74 12.78 0.00 65.59 98%

Publication Statistics

Raw Publications 32
Coauthorship-Adjusted Count 37.19

Publications (32)

Year Article Journal Tier Authors
2019 The Dynamic Properties of Financial‐Market Equilibrium with Trading Fees Journal of Finance A 2
2017 Differences of Opinion and International Equity Markets The Review of Financial Studies A 3
2016 The intended and unintended consequences of financial-market regulations: A general-equilibrium analysis Journal of Monetary Economics A 4
2015 Hysteresis bands on returns, holding period and transaction costs Journal of Banking & Finance B 3
2012 Incomplete-Market Equilibria Solved Recursively on an Event Tree Journal of Finance A 2
2009 Equilibrium Portfolio Strategies in the Presence of Sentiment Risk and Excess Volatility Journal of Finance A 3
2003 Are correlations of stock returns justified by subsequent changes in national outputs? Journal of International Money and Finance B 3
2002 Pass‐through and Exposure Journal of Finance A 3
2001 Global Diversification, Growth, and Welfare with Imperfectly Integrated Markets for Goods. The Review of Financial Studies A 2
2000 Efficient Intertemporal Allocations with Recursive Utility Journal of Economic Theory A 3
1995 Realignment risk and currency option pricing in target zones European Economic Review B 3
1995 Siegel's paradox and the pricing of currency options Journal of International Money and Finance B 3
1995 The World Price of Foreign Exchange Risk. Journal of Finance A 2
1995 Comment on 'Exchange rate shocks, currency options and the Siegel paradox' by Indrajit Bardhan Journal of International Money and Finance B 3
1994 Some models of the international capital market European Economic Review B 1
1994 How long do unilateral target zones last? Journal of International Economics A 2
1993 Monetary contracting between central banks and the design of sustainable exchange-rate zones Journal of International Economics A 2
1992 Dynamic Equilibrium and the Real Exchange Rate in a Spatially Separated World. The Review of Financial Studies A 1
1991 Super contact and related optimality conditions Journal of Economic Dynamics and Control B 1
1991 An Exact Solution to a Dynamic Portfolio Choice Problem under Transactions Costs. Journal of Finance A 2
1990 Performance of currency portfolios chosen by a Bayesian technique: 1967-1985 Journal of Banking & Finance B 1
1990 The money and bond markets in France : Segmentation vs. integration Journal of Banking & Finance B 2
1989 Two-Person Dynamic Equilibrium in the Capital Market. The Review of Financial Studies A 1
1988 Price rigidity, international mobility of financial capital and exchange rate volatility : Gerhard O. Orosel European Economic Review B 1
1983 International Portfolio Choice and Corporation Finance: A Synthesis. Journal of Finance A 2
1980 The theorems of international trade under generalized uncertainty Journal of International Economics A 1
1980 The Exposure of Long-Term Foreign Currency Bonds Journal of Financial and Quantitative Analysis B 2
1978 The Theory of the Trading Firm Revisited. Journal of Finance A 1
1977 The Microeconomics of the Firm in an Open Economy. American Economic Review S 2
1977 International Finance-Problems of Segmented Capital Markets: Discussion. Journal of Finance A 1
1976 Portfolio Choice and the Demand for Forward Exchange. American Economic Review S 2
1975 Optimal International Acquisitions. Journal of Finance A 2