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A consumption-based asset pricing model with disappointment aversion and uncertainty shocks
Li, Kaifeng; Xia, Bobo; Guo, Zhaoxuan - In: Economic modelling 94 (2021), pp. 235-243
Persistent link: https://www.econbiz.de/10012694760
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An evolutionary CAPM under heterogeneous beliefs
Chiarella, Carl; Dieci, Roberto; He, Xue-zhong; Li, Kai - In: Annals of finance 9 (2013) 2, pp. 185-215
Persistent link: https://www.econbiz.de/10009741197
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Investor overconfidence and the security market line : new evidence from China
Han, Xing; Li, Kai; Li, Youwei - In: Journal of economic dynamics & control 117 (2020), pp. 1-28
Persistent link: https://www.econbiz.de/10012503334
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Time to build and bond risk premia
Guo, Bin; Huang, Fuzhe; Li, Kai - In: Journal of economic dynamics & control 121 (2020), pp. 1-22
Persistent link: https://www.econbiz.de/10012504154
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Extrapolative asset pricing
Li, Kai; Liu, Jun - In: Journal of economic theory 210 (2023), pp. 1-47
Persistent link: https://www.econbiz.de/10014422547
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Time to build and bond risk premia
Guo, Bin; Huang, Fuzhe; Li, Kai - In: Journal of economic dynamics & control 136 (2022), pp. 1-23
Persistent link: https://www.econbiz.de/10013394035