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~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
~isPartOf:"Research paper / Quantitative Finance Research Centre, University of Technology Sydney"
~person:"Hsiao, Chih-ying"
~person:"Li, Kai"
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6
Behavioural finance
6
Capital income
5
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5
Portfolio selection
4
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4
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Hsiao, Chih-ying
Li, Kai
He, Xue-zhong
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9
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3
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Management science : journal of the Institute for Operations Research and the Management Sciences
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
Journal of economic dynamics & control
5
Finance working papers
3
Journal of economic theory
1
Journal of financial and quantitative analysis : JFQA
1
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1
Journal of risk and financial management : JRFM
1
Macquarie University Faculty of Business & Economics Research Paper
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ECONIS (ZBW)
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1
Investor sentiment and paradigm shifts in equity return forecasting
Chu, Liya
;
He, Xue-zhong
;
Li, Kai
;
Tu, Jun
- In:
Management science : journal of the Institute for …
68
(
2022
)
6
,
pp. 4301-4325
Persistent link: https://www.econbiz.de/10013369059
Saved in:
2
Reversing momentum : the optimal dynamic momentum strategy
Li, Kai
;
Liu, Jun
-
2016
Persistent link: https://www.econbiz.de/10011777992
Saved in:
3
Market sentiment and paradigm shifts
Chu, Liya
;
He, Xue-zhong
;
Li, Kai
;
Tu, Jun
-
2015
Persistent link: https://www.econbiz.de/10011344305
Saved in:
4
Optimal time series momentum
He, Xue-zhong
;
Li, Kai
;
Li, Youwei
-
2015
Persistent link: https://www.econbiz.de/10011344325
Saved in:
5
Heterogeneous beliefs and adaptive behaviour in a continuous-time asset price model
He, Xue-zhong
;
Li, Kai
-
2011
Persistent link: https://www.econbiz.de/10009564620
Saved in:
6
Optimal investment strategies under stochastic volatility : estimation and applications
Chiarella, Carl
;
Hsiao, Chih-ying
-
2010
Persistent link: https://www.econbiz.de/10008663099
Saved in:
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