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~isPartOf:"Applied economics"
~isPartOf:"Journal of economic dynamics & control"
~person:"Blake, David"
~person:"Li, Kai"
~subject:"Portfolio-Management"
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Portfolio-Management
Anlageverhalten
7
Behavioural finance
7
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Blake, David
Li, Kai
He, Xue-zhong
2
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2
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2
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2
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1
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Applied economics
Journal of economic dynamics & control
Discussion paper / The Pensions Institute, Cass Business School, City University
4
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
4
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2
Journal of economic theory
1
Journal of financial and quantitative analysis : JFQA
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ECONIS (ZBW)
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1
Nonlinear effect of sentiment on momentum
Li, Kai
- In:
Journal of economic dynamics & control
133
(
2021
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014535145
Saved in:
2
Asset allocation with time series momentum and reversal
He, Xue-zhong
;
Li, Kai
;
Li, Youwei
- In:
Journal of economic dynamics & control
91
(
2018
),
pp. 441-457
Persistent link: https://www.econbiz.de/10011974221
Saved in:
3
Age-dependent investing : optimal funding and investment strategies in defined contribution pension plans when members are rational life cycle financial planners
Blake, David
;
Wright, Douglas
;
Zhang, Yumeng
- In:
Journal of economic dynamics & control
38
(
2014
),
pp. 105-124
Persistent link: https://www.econbiz.de/10010387853
Saved in:
4
Target-driven investing : optimal investment strategies in defined contribution pension plans under loss aversion
Blake, David
;
Wright, Douglas
;
Zhang, Yumeng
- In:
Journal of economic dynamics & control
37
(
2013
)
1
,
pp. 195-209
Persistent link: https://www.econbiz.de/10009703603
Saved in:
5
Heterogeneous beliefs and adaptive behaviour in a continuous-time asset price model
He, Xue-zhong
;
Li, Kai
- In:
Journal of economic dynamics & control
36
(
2012
)
7
,
pp. 973-987
Persistent link: https://www.econbiz.de/10009573416
Saved in:
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