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On non-ergodic asset prices
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CAPM
42
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31
Theory
31
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14
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14
Begrenzte Rationalität
13
Bounded rationality
13
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12
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12
Erwartungsbildung
10
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10
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English
43
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He, Xue-zhong
Zenou, Yves
114
Zaremba, Adam
84
Zhang, Lu
82
Campbell, John Y.
71
Fabozzi, Frank J.
66
Hens, Thorsten
66
Ferson, Wayne E.
64
Bekaert, Geert
58
Harvey, Campbell R.
58
Stambaugh, Robert F.
56
Cochrane, John H.
54
Jagannathan, Ravi
53
Robotti, Cesare
53
Hansen, Lars Peter
52
Jarrow, Robert A.
51
Brock, William A.
50
Cakici, Nusret
48
Zhou, Guofu
48
Hommes, Cars H.
46
Kan, Raymond
45
Patacchini, Eleonora
45
Madan, Dilip B.
44
Bernanke, Ben S.
43
Faff, Robert W.
43
Durlauf, Steven N.
41
Fortin, Bernard
41
Pesaran, M. Hashem
40
Bali, Turan G.
39
Lo, Andrew W.
39
Bottazzi, Giulio
38
Chiarella, Carl
38
Guo, Hui
37
Kogan, Leonid
37
Lee, Cheng F.
37
Ackert, Lucy F.
36
Duffie, Darrell
36
Renault, Eric
36
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35
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35
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
23
Journal of economic behavior & organization : JEBO
4
Journal of economic dynamics & control
2
Research paper / Quantitative Finance Research Group, University of Technology Sydney
2
Annals of finance
1
Decisions in economics and finance : a journal of applied mathematics
1
Economic modelling
1
Economics letters
1
Global analysis of dynamic models in economics and finance : essays in honour of Laura Gardini
1
Journal of empirical finance
1
Journal of evolutionary economics : JEE
1
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1
Macroeconomic dynamics
1
Natural computing in computational finance ; [the inspiration for this book stemmed from the success of EvoFin 2007, the first European Workshop on Evolutionary Computation in Finance and Economics, which was held as part of the EvoWorkshops at Evo* in Valencia, Spain in April 2007]
1
Nonlinear dynamics in economics, finance and social sciences : essays in honour of John Barkley Rosser Jr
1
The European journal of finance
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ECONIS (ZBW)
43
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1
Social interaction, volatility clustering, and momentum
He, Xue-zhong
;
Li, Kai
;
Santi, Caterina
;
Shi, Lei
- In:
Journal of economic behavior & organization : JEBO
203
(
2022
),
pp. 125-149
Persistent link: https://www.econbiz.de/10014227916
Saved in:
2
Heterogeneous expectations in asset pricing : empirical evidence from the S&P500
Chiarella, Carl
;
He, Xue-zhong
;
Zwinkels, Remco C. J.
- In:
Journal of economic behavior & organization : JEBO
105
(
2014
),
pp. 1-16
Persistent link: https://www.econbiz.de/10010465070
Saved in:
3
Prediction market prices under risk aversion and heterogeneous beliefs
He, Xue-zhong
;
Treich, Nicolas
- In:
Journal of mathematical economics
70
(
2017
),
pp. 105-114
Persistent link: https://www.econbiz.de/10011828937
Saved in:
4
Testing of a market fraction model and power-law behaviour in the DAX 30
He, Xue-zhong
;
Li, Youwei
- In:
Journal of empirical finance
31
(
2015
),
pp. 1-17
Persistent link: https://www.econbiz.de/10011489318
Saved in:
5
An adaptive model on asset pricing and wealth dynamics with heterogeneous trading strategies
Chiarella, Carl
;
He, Xue-zhong
-
2002
Persistent link: https://www.econbiz.de/10001732770
Saved in:
6
Heterogeneity, profitability and autocorrelations
He, Xue-zhong
;
Li, Youwei
-
2005
Persistent link: https://www.econbiz.de/10002721594
Saved in:
7
Heterogeneous beliefs, risk, and learning in a simple asset-pricing model with a market maker
Chiarella, Carl
;
He, Xue-zhong
- In:
Macroeconomic dynamics
7
(
2003
)
4
,
pp. 503-536
Persistent link: https://www.econbiz.de/10001794148
Saved in:
8
Asset pricing, volatility and market behaviour : a market fraction approach
He, Xue-zhong
-
2003
Persistent link: https://www.econbiz.de/10002250856
Saved in:
9
Statistical properties of a heterogeneous asset price model with time-varying second moment
Chiarella, Carl
;
He, Xue-zhong
;
Wang, Duo
-
2004
Persistent link: https://www.econbiz.de/10002554408
Saved in:
10
Heterogeneity, bounded rationality and market dysfunctionality
He, Xue-zhong
;
Shi, Lei
-
2008
Persistent link: https://www.econbiz.de/10003857147
Saved in:
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