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International Conference on Macroeconomic Analysis and International Finance <18., 2014, Rethimnon>
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ECONIS (ZBW)
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1
Hedge fund fee structure and risk exposure
Braun, Matías
;
Riutort, Julio
;
Roche, Hervé
- In:
Economic modelling
132
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014547956
Saved in:
2
Shouldn't all eggs be putted in one basket? : a portfolio model based on investor sentiment and inertial thinking
Xie, Jun
;
Yang, Chunpeng
- In:
Economic modelling
35
(
2013
),
pp. 682-688
Persistent link: https://www.econbiz.de/10010336678
Saved in:
3
Arbitrage and leverage strategies in bubbles under synchronization risks and noise-trader risks
Tan, Senren
;
Zhuo, Jin
;
Wu, Fuke
- In:
Economic modelling
49
(
2015
),
pp. 331-343
Persistent link: https://www.econbiz.de/10011439593
Saved in:
4
Dynamic sentiment asset pricing model
Yang, Chunpeng
;
Zhang, Rengui
- In:
Economic modelling
37
(
2014
),
pp. 362-367
Persistent link: https://www.econbiz.de/10010417680
Saved in:
5
Two-period trading sentiment asset pricing model with information
Yang, Chunpeng
;
Li, Jinfang
- In:
Economic modelling
36
(
2014
),
pp. 1-7
Persistent link: https://www.econbiz.de/10010411267
Saved in:
6
Measuring the speed of convergence of stock prices : a nonparametric and nonlinear approach
Kim, Hyeongwoo
;
Ryu, Deockhyun
- In:
Economic modelling
51
(
2015
),
pp. 227-241
Persistent link: https://www.econbiz.de/10011475887
Saved in:
7
Expectile CAPM
Hu, Wei
;
Zheng, Zhenlong
- In:
Economic modelling
88
(
2020
),
pp. 386-397
Persistent link: https://www.econbiz.de/10012417246
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8
Stochastic investor sentiment, crowdedness and deviation of asset prices from fundamentals
Zhou, Liyun
;
Yang, Chunpeng
- In:
Economic modelling
79
(
2019
),
pp. 130-140
Persistent link: https://www.econbiz.de/10012199089
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9
Asset pricing and institutional investors with disagreements
Ma, Chaoqun
;
Wang, Hailong
;
Cheng, Fengchao
;
Hu, Duni
- In:
Economic modelling
64
(
2017
),
pp. 231-248
Persistent link: https://www.econbiz.de/10011760916
Saved in:
10
Dynamic asset pricing in delegated investment : an investigation from the perspective of heterogeneous beliefs of institutional and retail investors
Sheng, Jiliang
;
Xu, Si
;
An, Yunbi
;
Yang, Jun
- In:
Economic modelling
107
(
2022
),
pp. 1-7
Persistent link: https://www.econbiz.de/10013367483
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