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~person:"Dieci, Roberto"
~person:"Kelly, Bryan T."
~subject:"CAPM"
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Search: subject_exact:"Erwartungstheorie"
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CAPM
Erwartungsbildung
10
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Dieci, Roberto
Kelly, Bryan T.
Hommes, Cars H.
7
Chiarella, Carl
5
He, Xue-zhong
5
Madan, Dilip B.
5
Tuinstra, Jan
4
Bottazzi, Giulio
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1
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1
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1
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1
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Nonlinear dynamics in economics, finance and social sciences : essays in honour of John Barkley Rosser Jr
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ECONIS (ZBW)
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1
On the destabilizing nature of capital gains taxes
Dieci, Roberto
;
Gardini, Laura
;
Westerhoff, Frank H.
- In:
International review of financial analysis
83
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013455191
Saved in:
2
Dissecting market expectations in the cross-section of book-to-market ratios : a comment
Kelly, Bryan T.
;
Pruitt, Seth
- In:
Critical finance review
11
(
2022
)
2
,
pp. 375-381
Persistent link: https://www.econbiz.de/10013457294
Saved in:
3
Understanding momentum and reversal
Kelly, Bryan T.
;
Moskowitz, Tobias J.
;
Pruitt, Seth
- In:
Journal of financial economics
140
(
2021
)
3
,
pp. 726-743
Persistent link: https://www.econbiz.de/10013259592
Saved in:
4
Do heterogeneous beliefs diversify market risk?
Chiarella, Carl
;
Dieci, Roberto
;
He, Xue-zhong
- In:
The European journal of finance
17
(
2011
)
3/4
,
pp. 241-258
Persistent link: https://www.econbiz.de/10009155404
Saved in:
5
A framework for CAPM with heterogeneous beliefs
Chiarella, Carl
;
Dieci, Roberto
;
He, Xue-zhong
- In:
Nonlinear dynamics in economics, finance and social …
,
(pp. 353-369)
.
2010
Persistent link: https://www.econbiz.de/10003944047
Saved in:
6
A model of financial market dynamics with heterogeneous beliefs and state dependent confidence
Chiarella, Carl
;
Dieci, Roberto
;
Gardini, Laura
; …
- In:
Computational economics
32
(
2008
)
1/2
,
pp. 55-72
Persistent link: https://www.econbiz.de/10003755542
Saved in:
7
Heterogeneous expectations and speculative behavior in a dynamic multi-asset framework
Chiarella, Carl
;
Dieci, Roberto
;
He, Xue-zhong
- In:
Journal of economic behavior & organization : JEBO
62
(
2007
)
3
,
pp. 408-427
Persistent link: https://www.econbiz.de/10003423966
Saved in:
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