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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
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Heterogeneity, bounded rationality and market dysfunctionality
He, Xue-zhong; Shi, Lei - 2008
Persistent link: https://www.econbiz.de/10003857147
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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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Differences in opinion and risk premium
He, Xue-zhong; Shi, Lei - 2010
Persistent link: https://www.econbiz.de/10008662189
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Boundedly rational equilibrium and risk premium
He, Xue-zhong; Shi, Lei - In: Accounting and finance : journal of the Accounting … 52 (2012) 1, pp. 71-93
Persistent link: https://www.econbiz.de/10009512726
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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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Diversification effect of heterogeneous beliefs
He, Xue-zhong; Shi, Lei - In: Computational methods in economic dynamics : [selected …, (pp. 57-75). 2011
Persistent link: https://www.econbiz.de/10009268732
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A behavioural model of investor sentiment in limit order markets
Chiarella, Carl; He, Xue-zhong; Shi, Lei; Wei, Lijian - 2014
Persistent link: https://www.econbiz.de/10010349284
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Heterogeneous beliefs and the cross-section of asset returns
He, Xue-zhong; Shi, Lei - 2012
Persistent link: https://www.econbiz.de/10009564462
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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