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Heterogeneity, market mechanisms, and asset price dynamics
Chiarella, Carl; Dieci, Roberto; He, Xue-zhong - 2008
Persistent link: https://www.econbiz.de/10003857135
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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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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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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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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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Heterogeneous expectations and speculative behaviour in a dynamic multi-asset framework
Chiarella, Carl; Dieci, Roberto; He, Xue-zhong - 2005
Persistent link: https://www.econbiz.de/10003194451
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Market mood, adaptive beliefs and asset price dynamics
Dieci, Roberto; Foroni, Ilaria; Gardini, Laura; He, … - 2005
Persistent link: https://www.econbiz.de/10003183650
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Heterogeneous agent models in finance
Dieci, Roberto; He, Xue-zhong - 2018
Persistent link: https://www.econbiz.de/10013253829
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Fading memory learning in the cobweb model with risk averse heterogeneous producers
Chiarella, Carl; He, Xue-zhong; Zhu, Peiyuan - 2003
Persistent link: https://www.econbiz.de/10002250916
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Asset price dynamics with time-varying second moment
Chiarella, Carl; He, Xue-zhong; Wang, Duo - 2004
Persistent link: https://www.econbiz.de/10002554388