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~isPartOf:"Research paper / Quantitative Finance Research Centre, University of Technology Sydney"
~subject:"Agent-based modeling"
~subject:"CAPM"
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Search: subject_exact:"Börsenpsychologie"
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Agent-based modeling
CAPM
Anlageverhalten
25
Behavioural finance
25
Theorie
14
Theory
14
Begrenzte Rationalität
8
Bounded rationality
8
Börsenkurs
8
Share price
8
Capital income
7
Kapitaleinkommen
7
Portfolio selection
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Portfolio-Management
7
Agentenbasierte Modellierung
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Securities trading
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Wertpapierhandel
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Erwartungsnutzen
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Estimation
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Expected utility
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Schätzung
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Volatility
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Volatilität
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Chaos theory
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Chaostheorie
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Market microstructure
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Nichtlineare Dynamik
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Nonlinear dynamics
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Aktienmarkt
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Efficient market hypothesis
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Effizienzmarkthypothese
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Erwartungsbildung
2
Expectation formation
2
Financial analysis
2
Financial economics
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Financial market
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Finanzanalyse
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Finanzmarkt
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Kapitalmarkttheorie
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English
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He, Xue-zhong
10
Chiarella, Carl
4
Shi, Lei
4
Dieci, Roberto
2
Wang, Duo
2
Gardini, Laura
1
Huang, Weihong
1
Li, Kai
1
Pelizzari, Paolo
1
Pellizzari, Paolo
1
Westerhoff, Frank H.
1
Zheng, Huanhuan
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
Journal of financial economics
25
Journal of economic dynamics & control
24
Journal of banking & finance
22
International review of financial analysis
18
Economic modelling
15
Finance research letters
15
NBER working paper series
15
The North American journal of economics and finance : a journal of financial economics studies
15
The review of financial studies
15
Research paper series / Swiss Finance Institute
14
Working paper / National Bureau of Economic Research, Inc.
13
Review of quantitative finance and accounting
12
Applied economics
11
Journal of economic behavior & organization : JEBO
11
Management science : journal of the Institute for Operations Research and the Management Sciences
11
Pacific-Basin finance journal
11
Dissertation Series CentER
10
International review of economics & finance : IREF
10
Journal of empirical finance
10
Discussion paper / Centre for Economic Policy Research
9
NBER Working Paper
9
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
9
Computational economics
8
Discussion papers / CEPR
8
Journal of economic interaction and coordination : JEIC
8
The journal of finance : the journal of the American Finance Association
8
Discussion paper / Tinbergen Institute
7
Fisher College of Business working paper series
7
Swiss Finance Institute Research Paper
7
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
7
BERG working paper series
6
Journal of financial and quantitative analysis : JFQA
6
Journal of international financial markets, institutions & money
6
Journal of monetary economics
6
LEM working paper series
6
Research in international business and finance
6
Review of finance : journal of the European Finance Association
6
The European journal of finance
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The journal of behavioral finance : a publication of the Institute of Behavioral Finance
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ECONIS (ZBW)
13
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1
Heterogeneous agent models in finance
Dieci, Roberto
;
He, Xue-zhong
-
2018
Persistent link: https://www.econbiz.de/10013253829
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2
Heterogeneous beliefs and the cross-section of asset returns
He, Xue-zhong
;
Shi, Lei
-
2012
Persistent link: https://www.econbiz.de/10009564462
Saved in:
3
Heterogeneous beliefs and the performances of optimal portfolios
He, Xue-zhong
;
Shi, Lei
-
2012
Persistent link: https://www.econbiz.de/10009564473
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
Estimating behavioural heterogeneity under regime switching
Chiarella, Carl
;
He, Xue-zhong
;
Huang, Weihong
;
Zheng, …
-
2011
Persistent link: https://www.econbiz.de/10009564621
Saved in:
6
Differences in opinion and risk premium
He, Xue-zhong
;
Shi, Lei
-
2010
Persistent link: https://www.econbiz.de/10008662189
Saved in:
7
The toll of subrational trading in an agent based economy
Pellizzari, Paolo
-
2008
Persistent link: https://www.econbiz.de/10003856798
Saved in:
8
Heterogeneity, bounded rationality and market dysfunctionality
He, Xue-zhong
;
Shi, Lei
-
2008
Persistent link: https://www.econbiz.de/10003857147
Saved in:
9
Some effects of transaction taxes under different microstructures
Pelizzari, Paolo
;
Westerhoff, Frank H.
-
2007
Persistent link: https://www.econbiz.de/10003856780
Saved in:
10
Asset price dynamics with time-varying second moment
Chiarella, Carl
;
He, Xue-zhong
;
Wang, Duo
-
2004
Persistent link: https://www.econbiz.de/10002554388
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