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Consumption-based CAPM with belief heterogeneity
Shi, Lei - In: Journal of economic dynamics & control 65 (2016), pp. 30-46
Persistent link: https://www.econbiz.de/10011708306
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Single machine scheduling with forbidden intervals and job delivery times
Yuan, Jinjiang; Shi, Lei; Ou, Jinwen - In: Asia Pacific journal of operational research : APJOR 25 (2008) 3, pp. 317-325
Persistent link: https://www.econbiz.de/10003765903
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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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On the numerical stability of simulation methods for SDES
Platen, Eckhard; Shi, Lei - 2008
Persistent link: https://www.econbiz.de/10003857152
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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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Position-limit design for the CSI 300 futures markets
Wei, Lijian; Zhang, Wei; Xiong, Xiong; Shi, Lei - 2014
Persistent link: https://www.econbiz.de/10011344802
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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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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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Disagreement, correlation and asset prices
He, Xue-zhong; Shi, Lei - In: Economics letters 116 (2012) 3, pp. 512-515
Persistent link: https://www.econbiz.de/10009674250