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~isPartOf:"Research paper / Quantitative Finance Research Centre, University of Technology Sydney"
~person:"Drew, Michael E."
~person:"Hansen, Lars Peter"
~person:"He, Xue-zhong"
~person:"Polk, Christopher"
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Search: subject:"CAPM"
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CAPM
23
Theorie
16
Theory
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Begrenzte Rationalität
10
Bounded rationality
10
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8
Behavioural finance
8
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Drew, Michael E.
Hansen, Lars Peter
He, Xue-zhong
Polk, Christopher
Chiarella, Carl
10
Platen, Eckhard
8
Dieci, Roberto
7
Shi, Lei
6
Zheng, Min
4
Li, Kai
3
Brace, Alan
2
Hsiao, Chih-ying
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2
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Ming Xi Huang
1
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1
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1
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1
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1
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1
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
Discussion papers in economics, finance and international competitiveness
11
Working paper / National Bureau of Economic Research, Inc.
8
NBER Working Paper
7
NBER working paper series
6
The review of financial studies
6
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4
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3
Journal of economic behavior & organization : JEBO
3
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3
Becker Friedman Institute for Research in Economics Working Paper
2
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Financial markets and asset pricing
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of economic dynamics & control
2
Journal of financial econometrics
2
Journal of financial economics
2
Journal of political economy
2
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2
Paul Woolley Centre working paper
2
Research paper / Quantitative Finance Research Group, University of Technology Sydney
2
Review of Pacific Basin financial markets and policies
2
School of Economics and Finance Discussion Papers and Working Papers Series
2
The journal of finance : the journal of the American Finance Association
2
AFA 2012 Chicago Meetings Paper
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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ECONIS (ZBW)
23
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1
Heterogeneous agent models in finance
Dieci, Roberto
;
He, Xue-zhong
-
2018
Persistent link: https://www.econbiz.de/10013253829
Saved in:
2
Testing of a market fraction model and power-law behaviour in the Dax 30
He, Xue-zhong
;
Li, Youwei
-
2015
Persistent link: https://www.econbiz.de/10011344322
Saved in:
3
Heterogeneous expectations in asset pricing : empirical evidence from the S&P500
Chiarella, Carl
;
He, Xue-zhong
;
Zwinkels, Remco C. J.
-
2014
Persistent link: https://www.econbiz.de/10010349280
Saved in:
4
A evolutionary
CAPM
under heterogeneous beliefs
Chiarella, Carl
;
Dieci, Roberto
;
He, Xue-zhong
;
Li, Kai
-
2012
Persistent link: https://www.econbiz.de/10009626025
Saved in:
5
Heterogeneous beliefs and the cross-section of asset returns
He, Xue-zhong
;
Shi, Lei
-
2012
Persistent link: https://www.econbiz.de/10009564462
Saved in:
6
Asset pricing under keeping up with the Joneses and heterogeneous beliefs
He, Xue-zhong
;
Shi, Lei
;
Zheng, Min
-
2012
Persistent link: https://www.econbiz.de/10009564469
Saved in:
7
Heterogeneous beliefs and the performances of optimal portfolios
He, Xue-zhong
;
Shi, Lei
-
2012
Persistent link: https://www.econbiz.de/10009564473
Saved in:
8
Recent developments on heterogeneous beliefs and adaptive behaviour of financial markets
He, Xue-zhong
-
2012
Persistent link: https://www.econbiz.de/10009632003
Saved in:
9
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:
10
Differences in opinion and risk premium
He, Xue-zhong
;
Shi, Lei
-
2010
Persistent link: https://www.econbiz.de/10008662189
Saved in:
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