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type:"article"
~language:"eng"
~person:"Faff, Robert W."
~person:"Yang, Chunpeng"
~subject:"Portfolio-Management"
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Portfolio-Management
Anlageverhalten
42
Behavioural finance
42
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17
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15
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15
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Faff, Robert W.
Yang, Chunpeng
Oehler, Andreas
11
Hens, Thorsten
10
Wong, Wing Keung
9
Fabozzi, Frank J.
8
Mitchell, Olivia S.
8
Schenk-Hoppé, Klaus Reiner
8
Andreu, Laura
7
Evstigneev, Igor V.
7
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7
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7
Kumar, Alok
7
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7
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7
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7
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7
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6
Massa, Massimo
6
Narayan, Paresh Kumar
6
Plastun, Alex
6
Sarto, José Luis
6
Simonov, Andrei
6
Bonaparte, Yosef
5
Bu, Qiang
5
Butt, Hilal Anwar
5
Dickason Koekemoer, Zandri
5
Drew, Michael E.
5
Grobys, Klaus
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Huang, Paoyu
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Hwang, Soosung
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Kim, Kyoungtae
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5
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Lo, Andrew W.
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Lu, Xiaomeng
5
Moskowitz, Tobias J.
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Narayan, Seema
5
Pedersen, Lasse Heje
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Economic modelling
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International review of financial analysis
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ECONIS (ZBW)
12
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1
Stochastic investor sentiment, crowdedness and deviation of asset prices from fundamentals
Zhou, Liyun
;
Yang, Chunpeng
- In:
Economic modelling
79
(
2019
),
pp. 130-140
Persistent link: https://www.econbiz.de/10012199089
Saved in:
2
Diamonds vs. precious metals : what shines brightest in your investment portfolio?
Low, Rand Kwong Yew
;
Yao, Yiran
;
Faff, Robert W.
- In:
International review of financial analysis
43
(
2016
),
pp. 1-14
Persistent link: https://www.econbiz.de/10011623679
Saved in:
3
Investor sentiment and the financial crisis : a sentiment-based portfolio theory perspective
Xie, Jun
;
Yang, Chunpeng
- In:
Applied economics
47
(
2015
)
7/9
,
pp. 700-709
Persistent link: https://www.econbiz.de/10010512138
Saved in:
4
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:
5
Higher order expectations in sentiment asset pricing model
Yang, Chunpeng
;
Cai, Chuangqun
- In:
Economic modelling
39
(
2014
),
pp. 95-100
Persistent link: https://www.econbiz.de/10010419984
Saved in:
6
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
Saved in:
7
Shouldn't all eggs be putted in one basket? : a portfolio model based on investor sentiment and inertial thinking
Xie, Jun
;
Yang, Chunpeng
- In:
Economic modelling
35
(
2013
),
pp. 682-688
Persistent link: https://www.econbiz.de/10010336678
Saved in:
8
Investor sentiment, information and asset pricing model
Yang, Chunpeng
;
Li, Jinfang
- In:
Economic modelling
35
(
2013
),
pp. 436-442
Persistent link: https://www.econbiz.de/10010336779
Saved in:
9
Sentiment asset pricing model with consumption
Yang, Chunpeng
;
Zhang, Rengui
- In:
Economic modelling
30
(
2013
),
pp. 462-467
Persistent link: https://www.econbiz.de/10009708902
Saved in:
10
Dynamic asset pricing model with heterogeneous sentiments
Yang, Chunpeng
;
Zhang, Rengui
- In:
Economic modelling
33
(
2013
),
pp. 248-253
Persistent link: https://www.econbiz.de/10010192963
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