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~person:"Andersson, Patric"
~person:"He, Xue-zhong"
~subject:"Expected utility"
~type_genre:"Working Paper"
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Andersson, Patric
He, Xue-zhong
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
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Heterogeneous beliefs and the cross-section of asset returns
He, Xue-zhong
;
Shi, Lei
-
2012
Persistent link: https://www.econbiz.de/10009564462
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2
Asset pricing under keeping up with the Joneses and heterogeneous beliefs
He, Xue-zhong
;
Shi, Lei
;
Zheng, Min
-
2012
Persistent link: https://www.econbiz.de/10009564469
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3
Heterogeneous beliefs and the performances of optimal portfolios
He, Xue-zhong
;
Shi, Lei
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2012
Persistent link: https://www.econbiz.de/10009564473
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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
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