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91
Mispricing factors
Stambaugh, Robert F.
;
Yuan, Yu
-
2016
-
This draft: January 14, 2016
Persistent link: https://www.econbiz.de/10011521991
Saved in:
92
Measures of equity home bias puzzle
Mishra, Anil V.
- In:
Journal of empirical finance
34
(
2015
),
pp. 293-312
Persistent link: https://www.econbiz.de/10011557153
Saved in:
93
Dynamic sentiment asset pricing model
Yang, Chunpeng
;
Zhang, Rengui
- In:
Economic modelling
37
(
2014
),
pp. 362-367
Persistent link: https://www.econbiz.de/10010417680
Saved in:
94
Heterogeneous beliefs and tests of present value models
Kasa, Kenneth
;
Walker, Todd B.
;
Whiteman, Charles H.
- In:
The review of economic studies
81
(
2014
)
3
,
pp. 1137-1163
Persistent link: https://www.econbiz.de/10010485954
Saved in:
95
Time-varying, heterogeneous risk aversion and dynamics of asset prices among boundedly rational agents
Park, Beum-jo
- In:
Journal of banking & finance
43
(
2014
),
pp. 150-159
Persistent link: https://www.econbiz.de/10010408997
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96
Two-period trading sentiment asset pricing model with information
Yang, Chunpeng
;
Li, Jinfang
- In:
Economic modelling
36
(
2014
),
pp. 1-7
Persistent link: https://www.econbiz.de/10010411267
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97
Portfolios for investors who want to reach their goals while staying on the mean-variance efficient frontier
Das, Sanjiv R.
;
Markowitz, Harry
;
Scheid, Jonathan
; …
- In:
The journal of wealth management
14
(
2011/12
)
2
,
pp. 25-31
Persistent link: https://www.econbiz.de/10009295781
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98
Can trend followers survive in the long-run? : insights from agent-based modeling
He, Xue-zhong
;
Hamill, Philip
;
Li, Youwei
- In:
Natural computing in computational finance ; [the …
,
(pp. 253-269)
.
2008
Persistent link: https://www.econbiz.de/10009515165
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99
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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100
Heterogeneous beliefs and the performances of optimal portfolios
He, Xue-zhong
;
Shi, Lei
-
2012
Persistent link: https://www.econbiz.de/10009564473
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