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~isPartOf:"Research paper / Quantitative Finance Research Centre, University of Technology Sydney"
~subject:"Behavioural finance"
~type:"book"
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
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Reversing momentum : the optimal dynamic momentum strategy
Li, Kai
;
Liu, Jun
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2016
Persistent link: https://www.econbiz.de/10011777992
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2
Optimal investment strategies under stochastic volatility : estimation and applications
Chiarella, Carl
;
Hsiao, Chih-ying
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2010
Persistent link: https://www.econbiz.de/10008663099
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3
Heterogeneous beliefs and the cross-section of asset returns
He, Xue-zhong
;
Shi, Lei
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2012
Persistent link: https://www.econbiz.de/10009564462
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4
Estimating behavioural heterogeneity under regime switching
Chiarella, Carl
;
He, Xue-zhong
;
Huang, Weihong
;
Zheng, …
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2011
Persistent link: https://www.econbiz.de/10009564621
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