Alexander Kurshev

London Business School

Sussex Place

Regent's Park

London NW1 4SA

United Kingdom

SCHOLARLY PAPERS

2

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6,041

CITATIONS

17

Scholarly Papers (2)

1.
Downloads 4,967 ( 1,487)
Citation 13

Firm Size and Capital Structure

EFA 2005 Moscow Meetings Paper
Number of pages: 42 Posted: 04 Mar 2005
Ilya A. Strebulaev and Alexander Kurshev
Stanford University - Graduate School of Business and London Business School
Downloads 3,639 (2,512)
Citation 1

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Capital structure, leverage, firm size, transaction costs, default, dynamic programming, dynamic economy, refinancing point, zero leverage

Firm Size and Capital Structure

AFA 2008 New Orleans Meetings Paper
Number of pages: 45 Posted: 23 Mar 2005
Alexander Kurshev and Ilya A. Strebulaev
London Business School and Stanford University - Graduate School of Business
Downloads 1,328 (13,574)
Citation 12

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Capital structure, leverage, firm size, transaction costs, default, dynamic programming, dynamic economy, refinancing point

What Can Rational Investors Do About Excessive Volatility and Sentiment Fluctuations?

Swiss Finance Institute Research Paper No. 06-19, AFA 2007 Chicago Meetings Paper
Number of pages: 50 Posted: 10 Mar 2006
Bernard Dumas, Alexander Kurshev and Raman Uppal
INSEAD, London Business School and EDHEC Business School
Downloads 602 (42,525)
Citation 1

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Dynamic portfolio choice, excess volatility, general equilibrium

Equilibrium Portfolio Strategies in the Presence of Sentiment Risk and Excess Volatility

Swiss Finance Institute Research Paper No. 07-37
Number of pages: 54 Posted: 11 Dec 2007
Bernard Dumas, Alexander Kurshev and Raman Uppal
INSEAD, London Business School and EDHEC Business School
Downloads 365 (79,236)
Citation 1

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Bayesian behavior, financial-market equilibrium, excess volatility, risk premia

What Can Rational Investors Do About Excessive Volatility and Sentiment Fluctuations?

NBER Working Paper No. w11803
Number of pages: 47 Posted: 22 Jan 2006 Last Revised: 06 Mar 2006
Bernard Dumas, Alexander Kurshev and Raman Uppal
INSEAD, London Business School and EDHEC Business School
Downloads 43 (415,902)

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Equilibrium Portfolio Strategies in the Presence of Sentiment Risk and Excess Volatility

NBER Working Paper No. w13401
Number of pages: 51 Posted: 14 Sep 2007 Last Revised: 15 Aug 2010
Bernard Dumas, Alexander Kurshev and Raman Uppal
INSEAD, London Business School and EDHEC Business School
Downloads 32 (463,297)

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What Can Rational Investors Do About Excessive Volatility and Sentiment Fluctuations?

CEPR Discussion Paper No. 5367
Number of pages: 49 Posted: 13 Feb 2006
Bernard Dumas, Alexander Kurshev and Raman Uppal
INSEAD, London Business School and EDHEC Business School
Downloads 29 (478,753)
Citation 2
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Behavioural equilibrium theory, non-Bayesian behaviour, portfolio choice

Equilibrium Portfolio Strategies in the Presence of Sentiment Risk and Excess Volatility

CEPR Discussion Paper No. DP6455
Number of pages: 53 Posted: 30 May 2008
Bernard Dumas, Alexander Kurshev and Raman Uppal
INSEAD, London Business School and EDHEC Business School
Downloads 3 (649,743)
Citation 123
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Bayesian behaviour, excess volatility, financial-market equilibrium, risk premia