Narrow search
Showing 1 - 10 of 21
Cover Image
Reversing momentum : the optimal dynamic momentum strategy
Li, Kai; Liu, Jun - 2016
Persistent link: https://www.econbiz.de/10011777992
Cover Image
Heterogeneity, bounded rationality and market dysfunctionality
He, Xue-zhong; Shi, Lei - 2008
Persistent link: https://www.econbiz.de/10003857147
Cover Image
Heterogeneous beliefs and the cross-section of asset returns
He, Xue-zhong; Shi, Lei - 2012
Persistent link: https://www.econbiz.de/10009564462
Cover Image
Heterogeneous beliefs and the performances of optimal portfolios
He, Xue-zhong; Shi, Lei - 2012
Persistent link: https://www.econbiz.de/10009564473
Cover Image
Heterogeneous beliefs and adaptive behaviour in a continuous-time asset price model
He, Xue-zhong; Li, Kai - 2011
Persistent link: https://www.econbiz.de/10009564620
Cover Image
Optimal time series momentum
He, Xue-zhong; Li, Kai; Li, Youwei - 2015
Persistent link: https://www.econbiz.de/10011344325
Cover Image
Asset price dynamics with time-varying second moment
Chiarella, Carl; He, Xue-zhong; Wang, Duo - 2004
Persistent link: https://www.econbiz.de/10002554388
Cover Image
Some effects of transaction taxes under different microstructures
Pelizzari, Paolo; Westerhoff, Frank H. - 2007
Persistent link: https://www.econbiz.de/10003856780
Cover Image
On financial markets where only buy-and-hold trading is possible
Kardaras, Constantinos; Platen, Eckhard - 2008
Persistent link: https://www.econbiz.de/10003856783
Cover Image
The toll of subrational trading in an agent based economy
Pellizzari, Paolo - 2008
Persistent link: https://www.econbiz.de/10003856798