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Cluster analysis for portfolio optimization
Tola, Vincenzo; Lillo, Fabrizio; Gallegati, Mauro; … - In: Journal of economic dynamics & control 32 (2008) 1, pp. 235-258
Persistent link: https://www.econbiz.de/10003622751
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Power-law behaviour, heterogeneity, and trend chasing
He, Xue-zhong; Li, Youwei - In: Journal of economic dynamics & control 31 (2007) 10, pp. 3396-3426
Persistent link: https://www.econbiz.de/10003569409
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Special issue: experimental and behavioral analyses in macroeconomics and finance
Dawid, Herbert (ed.); Hanaki, Nobuyuki (ed.);  … - 2020
Persistent link: https://www.econbiz.de/10012501324
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Tail Granger causalities and where to find them : extreme risk spillovers vs spurious linkages
Mazzarisi, Piero; Zaoli, Silvia; Campajola, Carlo; … - In: Journal of economic dynamics & control 121 (2020), pp. 1-20
Persistent link: https://www.econbiz.de/10012504161
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A dynamic analysis of moving average rules
Chiarella, Carl; He, Xue-zhong; Hommes, Cars H. - In: Journal of economic dynamics & control 30 (2006) 9/10, pp. 1729-1753
Persistent link: https://www.econbiz.de/10003370374
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Momentum and index investing : implications for market efficiency
Bird, Ron; He, Xue-zhong; Thosar, Satish; Woolley, Paul - In: Journal / The Capco Institute : journal of financial … (2005) 15, pp. 79-85
Persistent link: https://www.econbiz.de/10003280236
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The effect of short selling and borrowing on market prices and traders’ behavior
Duchêne, Sébastien; Guerci, Eric; Hanaki, Nobuyuki; … - In: Journal of economic dynamics & control 107 (2019), pp. 1-23
Persistent link: https://www.econbiz.de/10012312649
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Learning, information processing and order submission in limit order markets
Chiarella, Carl; He, Xue-zhong; Wei, Lijian - In: Journal of economic dynamics & control 61 (2015), pp. 245-268
Persistent link: https://www.econbiz.de/10011589535
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Wright meets Markowitz : how standard portfolio theory changes when assets are technologies following experience curves
Way, Rupert; Lafond, François; Lillo, Fabrizio; … - In: Journal of economic dynamics & control 101 (2019), pp. 211-238
Persistent link: https://www.econbiz.de/10012131054
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Assessing systemic risk due to fire sales spillover through maximum entropy network reconstruction
Di Gangi, Domenico; Lillo, Fabrizio; Pirino, Davide - In: Journal of economic dynamics & control 94 (2018), pp. 117-141
Persistent link: https://www.econbiz.de/10012004377