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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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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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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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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
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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