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~subject:"Portfolio-Management"
~subject:"Financial economics"
~person:"He, Xue-zhong"
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Portfolio-Management
Financial economics
CAPM
42
Theorie
30
Theory
30
Anlageverhalten
14
Behavioural finance
14
Begrenzte Rationalität
13
Bounded rationality
13
Portfolio selection
12
Erwartungsbildung
10
Expectation formation
10
Börsenkurs
8
Capital income
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Kapitaleinkommen
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Share price
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Erwartungsnutzen
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Agentenbasierte Modellierung
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Heterogeneous beliefs
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Asset pricing
3
Risikoprämie
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(FI)GARCH
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16
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He, Xue-zhong
Fabozzi, Frank J.
38
Zaremba, Adam
28
Hens, Thorsten
24
Lo, Andrew W.
21
Zhang, Lu
21
Lee, Cheng F.
20
Ferson, Wayne E.
19
Ang, Andrew
18
Kelly, Bryan T.
18
Jarrow, Robert A.
15
Pedersen, Lasse Heje
15
Bossaerts, Peter L.
14
Blitz, David
13
Cochrane, John H.
13
Dindo, Pietro
13
Evstigneev, Igor V.
13
Lioui, Abraham
13
Platen, Eckhard
13
Stambaugh, Robert F.
13
Uppal, Raman
13
Xue, Chen
13
Bottazzi, Giulio
12
Longstaff, Francis A.
12
Bekaert, Geert
11
Glabadanidis, Paskalis
11
Kakushadze, Zura
11
Pástor, Ľuboš
11
Satchell, Stephen
11
Bodie, Zvi
10
Chabakauri, Georgy
10
Elton, Edwin J.
10
Grobys, Klaus
10
Hou, Kewei
10
Levy, Moshe
10
Malamud, Semyon
10
Santa-Clara, Pedro
10
Siegel, Andrew F.
10
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9
Cong, Lin William
9
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
10
Decisions in economics and finance : a journal of applied mathematics
1
Global analysis of dynamic models in economics and finance : essays in honour of Laura Gardini
1
Journal of economic behavior & organization : JEBO
1
Journal of economic dynamics & control
1
Journal of evolutionary economics : JEE
1
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ECONIS (ZBW)
16
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1
Cross-section instability in financial markets : impatience, extrapolation, and switching
Dieci, Roberto
;
He, Xue-zhong
- In:
Decisions in economics and finance : a journal of …
44
(
2021
)
2
,
pp. 727-754
Persistent link: https://www.econbiz.de/10012794989
Saved in:
2
Recent developments on heterogeneous beliefs and adaptive behaviour of financial markets
He, Xue-zhong
-
2012
Persistent link: https://www.econbiz.de/10009632003
Saved in:
3
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
Saved in:
4
Heterogeneous beliefs and the performances of optimal portfolios
He, Xue-zhong
;
Shi, Lei
-
2012
Persistent link: https://www.econbiz.de/10009564473
Saved in:
5
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:
6
Heterogeneous expectations and exchange rate dynamics
Chiarella, Carl
;
He, Xue-zhong
;
Zheng, Min
-
2009
Persistent link: https://www.econbiz.de/10003857279
Saved in:
7
Portfolio analysis and zero-beta CAPM with heterogeneous beliefs
He, Xue-zhong
;
Shi, Lei
-
2009
Persistent link: https://www.econbiz.de/10003857507
Saved in:
8
Time-varying beta: a boundedly rational equilibrium approach
Chiarella, Carl
;
Dieci, Roberto
;
He, Xue-zhong
- In:
Journal of evolutionary economics : JEE
23
(
2013
)
3
,
pp. 609-639
Persistent link: https://www.econbiz.de/10009773913
Saved in:
9
Recent developments in asset pricing with heterogeneous beliefs and adaptive behaviour of financial markets
He, Xue-zhong
- In:
Global analysis of dynamic models in economics and …
,
(pp. 3-34)
.
2013
Persistent link: https://www.econbiz.de/10009611581
Saved in:
10
Aggregation of heterogeneous beliefs and asset pricing theory : a mean-variance analysis
Chiarella, Carl
;
Dieci, Roberto
;
He, Xue-zhong
-
2006
Persistent link: https://www.econbiz.de/10003407922
Saved in:
11
Market mood, adaptive beliefs and asset price dynamics
Dieci, Roberto
;
Foroni, Ilaria
;
Gardini, Laura
;
He, …
-
2005
Persistent link: https://www.econbiz.de/10003183650
Saved in:
12
Heterogeneous expectations and speculative behaviour in a dynamic multi-asset framework
Chiarella, Carl
;
Dieci, Roberto
;
He, Xue-zhong
-
2005
Persistent link: https://www.econbiz.de/10003194451
Saved in:
13
Heterogeneous beliefs and adaptive behaviour in a continuous-time asset price model
He, Xue-zhong
;
Li, Kai
- In:
Journal of economic dynamics & control
36
(
2012
)
7
,
pp. 973-987
Persistent link: https://www.econbiz.de/10009573416
Saved in:
14
Statistical properties of a heterogeneous asset price model with time-varying second moment
Chiarella, Carl
;
He, Xue-zhong
;
Wang, Duo
-
2004
Persistent link: https://www.econbiz.de/10002554408
Saved in:
15
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:
16
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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