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Incentives for information production in markets where prices affect real investment
Dow, James (contributor); Goldstein, Itay (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003727382
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The impact of short-sale constraints on asset allocation strategies via the backward Markov chain approximation method
Chiarella, Carl; Hsiao, Chih-ying - 2006
Persistent link: https://www.econbiz.de/10003325231
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Commitment to overinvest and price informativeness
Dow, James (contributor); Goldstein, Itay (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003328601
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Aggregation of heterogeneous beliefs and asset pricing theory : a mean-variance analysis
Chiarella, Carl; Dieci, Roberto; He, Xue-zhong - 2006
Persistent link: https://www.econbiz.de/10003407922
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A framework for CAPM with heterogenous beliefs
Chiarella, Carl; Dieci, Roberto; He, Xue-zhong - 2009
Persistent link: https://www.econbiz.de/10008662365
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A survey of non-linear methods for no-arbitrage bond pricing
Chiarella, Carl; Hsiao, Chih-ying; Ming Xi Huang - 2010
Persistent link: https://www.econbiz.de/10008663098
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Time-varying beta : a boundedly rational equilibrium approach
Chiarella, Carl; Dieci, Roberto; He, Xue-zhong - 2010
Persistent link: https://www.econbiz.de/10008663100
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Heterogeneous expectations and exchange rate dynamics
Chiarella, Carl; He, Xue-zhong; Zheng, Min - 2009
Persistent link: https://www.econbiz.de/10003857279
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A evolutionary CAPM under heterogeneous beliefs
Chiarella, Carl; Dieci, Roberto; He, Xue-zhong; Li, Kai - 2012
Persistent link: https://www.econbiz.de/10009626025
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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