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Asset allocation with time series momentum and reversal
He, Xue-zhong; Li, Kai; Li, Youwei - In: Journal of economic dynamics & control 91 (2018), pp. 441-457
Persistent link: https://www.econbiz.de/10011974221
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Testing of a market fraction model and power-law behaviour in the DAX 30
He, Xue-zhong; Li, Youwei - In: Journal of empirical finance 31 (2015), pp. 1-17
Persistent link: https://www.econbiz.de/10011489318
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An adaptive model on asset pricing and wealth dynamics with heterogeneous trading strategies
Chiarella, Carl; He, Xue-zhong - 2002
Persistent link: https://www.econbiz.de/10001732770
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The dynamics of the cobweb when producers are risk averse learners
Chiarella, Carl; He, Xue-zhong - 1999
Persistent link: https://www.econbiz.de/10001425584
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Dynamics of beliefs and learning under a-̨processes - the homogenous case
Chiarella, Carl; He, Xue-zhong - In: Economic complexity : non-linear dynamics, multi-agents …, (pp. 363-390). 2004
Persistent link: https://www.econbiz.de/10001985028
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The dynamics of the cobweb when producers are risk averse learners
Chiarella, Carl; He, Xue-zhong - In: Optimization, dynamics, and economic analysis : essays …, (pp. 86-100). 2000
Persistent link: https://www.econbiz.de/10001497075
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An asset pricing model with adaptive heterogeneous agents and wealth effects
Chiarella, Carl; He, Xue-zhong - In: Nonlinear dynamics and heterogeneous interacting agents …, (pp. 269-285). 2005
Persistent link: https://www.econbiz.de/10002775690
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Heterogeneity, profitability and autocorrelations
He, Xue-zhong; Li, Youwei - 2005
Persistent link: https://www.econbiz.de/10002721594
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Long memory, heterogeneity and trend chasing
He, Xue-zhong; Li, Youwei - 2005
Persistent link: https://www.econbiz.de/10002721654
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Heterogeneous beliefs, risk, and learning in a simple asset-pricing model with a market maker
Chiarella, Carl; He, Xue-zhong - In: Macroeconomic dynamics 7 (2003) 4, pp. 503-536
Persistent link: https://www.econbiz.de/10001794148