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~person:"He, Xue-zhong"
~subject:"Portfolio selection"
~type_genre:"Arbeitspapier"
~type_genre:"Aufsatzsammlung"
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Portfolio selection
Theorie
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Arbeitspapier
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He, Xue-zhong
Platen, Eckhard
31
Maurer, Raimond
29
Uppal, Raman
27
Gollier, Christian
22
Lucas, André
19
Campbell, John Y.
17
Başak, Suleyman
16
Hens, Thorsten
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Schenk-Hoppé, Klaus Reiner
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Guidolin, Massimo
15
Van Wincoop, Eric
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Vries, Casper G. de
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Bacchetta, Philippe
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Viceira, Luis M.
14
Carletti, Elena
13
Scaillet, Olivier
13
Sentana, Enrique
13
Ślepaczuk, Robert
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Babus, Ana
12
Engle, Robert F.
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Evstigneev, Igor V.
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Gouriéroux, Christian
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Härdle, Wolfgang
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Ledoit, Olivier
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Malamud, Semyon
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Wolf, Michael
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Allen, Franklin
11
Gomes, Francisco J.
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Menoncin, Francesco
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Palomino, Frédéric
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Pástor, Ľuboš
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11
Buch, Claudia M.
10
Güth, Werner
10
Huschens, Stefan
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Kelly, Bryan T.
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Mitchell, Olivia S.
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ECONIS (ZBW)
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1
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
Saved in:
2
Heterogeneity, market mechanisms, and asset price dynamics
Chiarella, Carl
;
Dieci, Roberto
;
He, Xue-zhong
-
2008
Persistent link: https://www.econbiz.de/10003857135
Saved in:
3
Heterogeneous expectations and exchange rate dynamics
Chiarella, Carl
;
He, Xue-zhong
;
Zheng, Min
-
2009
Persistent link: https://www.econbiz.de/10003857279
Saved in:
4
Portfolio analysis and zero-beta CAPM with heterogeneous beliefs
He, Xue-zhong
;
Shi, Lei
-
2009
Persistent link: https://www.econbiz.de/10003857507
Saved in:
5
Optimal time series momentum
He, Xue-zhong
;
Li, Kai
;
Li, Youwei
-
2015
Persistent link: https://www.econbiz.de/10011344325
Saved in:
6
Asset pricing under keeping up with the Joneses and heterogeneous beliefs
He, Xue-zhong
;
Shi, Lei
;
Zheng, Min
-
2012
Persistent link: https://www.econbiz.de/10009564469
Saved in:
7
Heterogeneous beliefs and the performances of optimal portfolios
He, Xue-zhong
;
Shi, Lei
-
2012
Persistent link: https://www.econbiz.de/10009564473
Saved in:
8
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
Saved in:
9
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
Saved in:
10
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:
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