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~person:"He, Xue-zhong"
~subject:"Portfolio selection"
~subject:"Stochastischer Prozess"
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Portfolio selection
Stochastischer Prozess
Theorie
79
Theory
79
CAPM
30
Anlageverhalten
25
Behavioural finance
25
Begrenzte Rationalität
22
Bounded rationality
22
Portfolio-Management
21
Börsenkurs
20
Share price
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Erwartungsbildung
15
Expectation formation
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Agent-based modeling
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Agentenbasierte Modellierung
13
Capital income
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Kapitaleinkommen
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Market microstructure
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Marktmikrostruktur
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Time series analysis
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Zeitreihenanalyse
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Estimation
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6
Finanzanalyse
6
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28
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He, Xue-zhong
Fabozzi, Frank J.
151
Maurer, Raimond
79
Platen, Eckhard
76
McAleer, Michael
67
Guidolin, Massimo
61
Phillips, Peter C. B.
59
Koopman, Siem Jan
56
Mitchell, Olivia S.
56
Uppal, Raman
54
Gollier, Christian
53
Post, Thierry
53
Campbell, John Y.
50
Korn, Ralf
48
Lucas, André
46
Chiarella, Carl
45
Satchell, Stephen
45
Sethi, Suresh
45
Ang, Andrew
44
Schenk-Hoppé, Klaus Reiner
43
Wong, Wing Keung
43
Lo, Andrew W.
41
Escudero, Laureano F.
39
Li, Duan
38
Markowitz, Harry
38
Račev, Svetlozar T.
37
Kraft, Holger
36
Prigent, Jean-Luc
36
Viceira, Luis M.
36
Escobar, Marcos
35
Härdle, Wolfgang
35
Timmermann, Allan
35
Zagst, Rudi
35
Vanduffel, Steven
34
Branger, Nicole
33
Stambaugh, Robert F.
33
Barndorff-Nielsen, Ole E.
32
Gouriéroux, Christian
32
Jarrow, Robert A.
32
Kohlmann, Michael
32
Levy, Haim
32
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
12
Journal of economic dynamics & control
4
Discussion paper / Tinbergen Institute
2
Journal of banking & finance
2
Computational methods in economic dynamics : [selected papers presented at the 14th International Conference on Computing in Economics and Finance (CEF 2008)]
1
Decisions in economics and finance : a journal of applied mathematics
1
Handbook of financial markets : dynamics and evolution
1
International review of finance
1
Journal of economic behavior & organization : JEBO
1
Journal of evolutionary economics : JEE
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Quantitative and empirical analysis of nonlinear dynamic macromodels
1
The European journal of finance
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ECONIS (ZBW)
28
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1
Profitability of time series momentum
He, Xue-zhong
;
Li, Kai
- In:
Journal of banking & finance
53
(
2015
),
pp. 140-157
Persistent link: https://www.econbiz.de/10011377714
Saved in:
2
Index portfolio and welfare analysis under heterogeneous beliefs
He, Xue-zhong
;
Shi, Lei
- In:
Journal of banking & finance
75
(
2017
),
pp. 64-79
Persistent link: https://www.econbiz.de/10011742152
Saved in:
3
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
Saved in:
4
Asset price dynamics with time-varying second moment
Chiarella, Carl
;
He, Xue-zhong
;
Wang, Duo
-
2004
Persistent link: https://www.econbiz.de/10002554388
Saved in:
5
The stochastic dynamics of speculative prices
Chiarella, Carl
;
He, Xue-zhong
;
Zheng, Min
-
2007
Persistent link: https://www.econbiz.de/10003856740
Saved in:
6
Heterogeneity, market mechanisms, and asset price dynamics
Chiarella, Carl
;
Dieci, Roberto
;
He, Xue-zhong
-
2008
Persistent link: https://www.econbiz.de/10003857135
Saved in:
7
Heterogeneous expectations and exchange rate dynamics
Chiarella, Carl
;
He, Xue-zhong
;
Zheng, Min
-
2009
Persistent link: https://www.econbiz.de/10003857279
Saved in:
8
Portfolio analysis and zero-beta CAPM with heterogeneous beliefs
He, Xue-zhong
;
Shi, Lei
-
2009
Persistent link: https://www.econbiz.de/10003857507
Saved in:
9
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
Saved in:
10
Disagreement in a multi-asset market
He, Xue-zhong
;
Shi, Lei
- In:
International review of finance
12
(
2012
)
3
,
pp. 357-373
Persistent link: https://www.econbiz.de/10009671364
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