@techreport{NBERw13401,
 title = "Equilibrium Portfolio Strategies in the Presence of Sentiment Risk and Excess Volatility",
 author = "Bernard Dumas and Alexander Kurshev and Raman Uppal",
 institution = "National Bureau of Economic Research",
 type = "Working Paper",
 series = "Working Paper Series",
 number = "13401",
 year = "2007",
 month = "September",
 URL = "http://www.nber.org/papers/w13401",
}