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~isPartOf:"Research paper / Quantitative Finance Research Centre, University of Technology Sydney"
~person:"Hsiao, Chih-ying"
~person:"Li, Kai"
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Anlageverhalten
5
Behavioural finance
5
Capital income
4
Kapitaleinkommen
4
Portfolio selection
4
Portfolio-Management
4
Theorie
3
Theory
3
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Hsiao, Chih-ying
Li, Kai
He, Xue-zhong
15
Chiarella, Carl
9
Shi, Lei
5
Dieci, Roberto
2
Wang, Duo
2
Wei, Lijian
2
Aliyev, Nihad
1
Bohl, Martin T.
1
Chu, Liya
1
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1
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1
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1
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1
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1
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1
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1
Siklos, Pierre L.
1
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1
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
Journal of economic dynamics & control
4
Finance working papers
3
Journal of economic theory
1
Journal of financial and quantitative analysis : JFQA
1
Journal of financial economics
1
Journal of risk and financial management : JRFM
1
Macquarie University Faculty of Business & Economics Research Paper
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
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ECONIS (ZBW)
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1
Reversing momentum : the optimal dynamic momentum strategy
Li, Kai
;
Liu, Jun
-
2016
Persistent link: https://www.econbiz.de/10011777992
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2
Market sentiment and paradigm shifts
Chu, Liya
;
He, Xue-zhong
;
Li, Kai
;
Tu, Jun
-
2015
Persistent link: https://www.econbiz.de/10011344305
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3
Optimal time series momentum
He, Xue-zhong
;
Li, Kai
;
Li, Youwei
-
2015
Persistent link: https://www.econbiz.de/10011344325
Saved in:
4
Heterogeneous beliefs and adaptive behaviour in a continuous-time asset price model
He, Xue-zhong
;
Li, Kai
-
2011
Persistent link: https://www.econbiz.de/10009564620
Saved in:
5
Optimal investment strategies under stochastic volatility : estimation and applications
Chiarella, Carl
;
Hsiao, Chih-ying
-
2010
Persistent link: https://www.econbiz.de/10008663099
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