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~person:"Drew, Michael E."
~person:"Hansen, Lars Peter"
~person:"He, Xue-zhong"
~person:"Polk, Christopher"
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CAPM
148
Theorie
78
Theory
78
Estimation
32
Schätzung
32
Capital income
28
Kapitaleinkommen
28
Portfolio selection
25
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25
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150
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Drew, Michael E.
Hansen, Lars Peter
He, Xue-zhong
Polk, Christopher
Zaremba, Adam
84
Zhang, Lu
82
Campbell, John Y.
71
Hens, Thorsten
66
Fabozzi, Frank J.
64
Ferson, Wayne E.
64
Bekaert, Geert
58
Harvey, Campbell R.
58
Stambaugh, Robert F.
56
Cochrane, John H.
54
Jagannathan, Ravi
53
Jarrow, Robert A.
51
Robotti, Cesare
49
Cakici, Nusret
48
Zhou, Guofu
48
Lee, Cheng F.
47
Kan, Raymond
45
Faff, Robert W.
43
Madan, Dilip B.
41
Bali, Turan G.
40
Lo, Andrew W.
39
Chiarella, Carl
37
Guo, Hui
37
Kogan, Leonid
37
Duffie, Darrell
36
Ang, Andrew
35
Bansal, Ravi
35
Fama, Eugene F.
35
Hommes, Cars H.
35
Kelly, Bryan T.
35
Lettau, Martin
35
Zin, Stanley E.
35
Dumas, Bernard
33
Pedersen, Lasse Heje
33
Longstaff, Francis A.
32
Lustig, Hanno
32
Aase, Knut K.
31
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ECONIS (ZBW)
147
RePEc
2
Other ZBW resources
1
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91
Dynamics of moving average rules in a continuous-time financial market model
He, Xue-zhong
;
Zheng, Min
- In:
Journal of economic behavior & organization : JEBO
76
(
2010
)
3
,
pp. 615-634
Persistent link: https://www.econbiz.de/10008933240
Saved in:
92
Asset price and wealth dynamics under heterogeneous expectations
Chiarella, Carl
;
He, Xue-zhong
-
2001
Persistent link: https://www.econbiz.de/10001619249
Saved in:
93
The death of the overreaction anomal? : a multifactor explanation of contrarian returns
Clements, Adam
;
Drew, Michael E.
;
Reedman, Evan M.
; …
- In:
Investment management and financial innovations
6
(
2009
)
1
,
pp. 75-85
Persistent link: https://www.econbiz.de/10003917408
Saved in:
94
Doubts or variability?
Barillas, Francisco
;
Hansen, Lars Peter
;
Sargent, Thomas J.
- In:
Journal of economic theory
144
(
2009
)
6
,
pp. 2388-2418
Persistent link: https://www.econbiz.de/10003938058
Saved in:
95
Market stability switches in a continuous-time financial market with heterogeneous beliefs
He, Xue-zhong
;
Li, Kai
;
Wei, Junjie
;
Zheng, Min
- In:
Economic modelling
26
(
2009
)
6
,
pp. 1432-1442
Persistent link: https://www.econbiz.de/10003923604
Saved in:
96
The price is (almost) right
Cohen, Randolph B.
;
Polk, Christopher
;
Vuolteenaho, Tuomo
- In:
The journal of finance : the journal of the American …
64
(
2009
)
6
,
pp. 2739-2782
Persistent link: https://www.econbiz.de/10003926424
Saved in:
97
Financial markets and the real economy : discussion
Hansen, Lars Peter
- In:
Handbook of the equity risk premium
,
(pp. 326-329)
.
2008
Persistent link: https://www.econbiz.de/10003598625
Saved in:
98
Can trend followers survive in the long-run? : insights from agent-based modeling
He, Xue-zhong
;
Hamill, Philip
;
Li, Youwei
- In:
Natural computing in computational finance ; [the …
,
(pp. 253-269)
.
2008
Persistent link: https://www.econbiz.de/10009515165
Saved in:
99
Beliefs, doubts and learning : valuing economic risk
Hansen, Lars Peter
-
2007
Persistent link: https://www.econbiz.de/10003434542
Saved in:
100
Heterogeneous expectations and speculative behavior in a dynamic multi-asset framework
Chiarella, Carl
;
Dieci, Roberto
;
He, Xue-zhong
- In:
Journal of economic behavior & organization : JEBO
62
(
2007
)
3
,
pp. 408-427
Persistent link: https://www.econbiz.de/10003423966
Saved in:
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