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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
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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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Heterogeneous expectations and exchange rate dynamics
Chiarella, Carl; He, Xue-zhong; Zheng, Min - 2009
Persistent link: https://www.econbiz.de/10003857279
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Portfolio analysis and zero-beta CAPM with heterogeneous beliefs
He, Xue-zhong; Shi, Lei - 2009
Persistent link: https://www.econbiz.de/10003857507
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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
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Heterogeneous beliefs and the performances of optimal portfolios
He, Xue-zhong; Shi, Lei - 2012
Persistent link: https://www.econbiz.de/10009564473
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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
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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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Optimal time series momentum
He, Xue-zhong; Li, Kai; Li, Youwei - 2015
Persistent link: https://www.econbiz.de/10011344325