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~isPartOf:"Journal / The Capco Institute : journal of financial transformation"
~isPartOf:"Journal of economic dynamics & control"
~person:"Hanaki, Nobuyuki"
~person:"He, Xue-zhong"
~subject:"Portfolio-Management"
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Journal / The Capco Institute : journal of financial transformation
Journal of economic dynamics & control
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
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Heterogeneous beliefs and adaptive behaviour in a continuous-time asset price model
He, Xue-zhong
;
Li, Kai
- In:
Journal of economic dynamics & control
36
(
2012
)
7
,
pp. 973-987
Persistent link: https://www.econbiz.de/10009573416
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Asset allocation with time series momentum and reversal
He, Xue-zhong
;
Li, Kai
;
Li, Youwei
- In:
Journal of economic dynamics & control
91
(
2018
),
pp. 441-457
Persistent link: https://www.econbiz.de/10011974221
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