//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"Portfolio-Management"
~subject:"Risiko"
~person:"He, Xue-zhong"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"CAPM"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Portfolio-Management
Risiko
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
8
Kapitaleinkommen
8
Share price
8
Erwartungsnutzen
6
Expected utility
6
Agent-based modeling
5
Agentenbasierte Modellierung
5
Risk
5
Volatility
5
Volatilität
5
Estimation
4
Financial analysis
4
Financial economics
4
Finanzanalyse
4
Heterogeneous beliefs
4
Kapitalmarkttheorie
4
Schätzung
4
Stochastic process
4
Stochastischer Prozess
4
Asset pricing
3
Risikoprämie
3
Risk premium
3
(FI)GARCH
2
ARCH model
2
ARCH-Modell
2
Estimation theory
2
Financial market
2
more ...
less ...
Online availability
All
Free
9
Undetermined
1
Type of publication
All
Book / Working Paper
8
Article
7
Type of publication (narrower categories)
All
Arbeitspapier
8
Working Paper
8
Article in journal
7
Aufsatz in Zeitschrift
7
Graue Literatur
6
Non-commercial literature
6
Language
All
English
15
Author
All
He, Xue-zhong
Fabozzi, Frank J.
39
Zaremba, Adam
33
Ferson, Wayne E.
24
Hens, Thorsten
22
Kelly, Bryan T.
19
Lo, Andrew W.
19
Bekaert, Geert
18
Ang, Andrew
17
Bali, Turan G.
17
Zhang, Lu
16
Harvey, Campbell R.
15
Lettau, Martin
15
Bodie, Zvi
14
Bossaerts, Peter L.
14
Cakici, Nusret
14
Jagannathan, Ravi
14
Jarrow, Robert A.
14
Santa-Clara, Pedro
14
Stambaugh, Robert F.
14
Blitz, David
13
Cotter, John
13
Evstigneev, Igor V.
13
Lee, Cheng F.
13
Lioui, Abraham
13
Platen, Eckhard
13
Santos, Tano
13
Uppal, Raman
13
Christiansen, Charlotte
12
Cochrane, John H.
12
Prokopczuk, Marcel
12
Pástor, Ľuboš
12
Satchell, Stephen
12
Hansen, Lars Peter
11
Kakushadze, Zura
11
Korajczyk, Robert A.
11
Lewis, Karen K.
11
Markowitz, Harry
11
Pedersen, Lasse Heje
11
Baele, Lieven
10
more ...
less ...
Published in...
All
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
8
Decisions in economics and finance : a journal of applied mathematics
1
Journal of economic behavior & organization : JEBO
1
Journal of economic dynamics & control
1
Journal of evolutionary economics : JEE
1
Journal of mathematical economics
1
Macroeconomic dynamics
1
The European journal of finance
1
more ...
less ...
Source
All
ECONIS (ZBW)
15
Showing
1
-
15
of
15
Sort
Relevance
Date (newest first)
Date (oldest first)
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
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:
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
Prediction market prices under risk aversion and heterogeneous beliefs
He, Xue-zhong
;
Treich, Nicolas
- In:
Journal of mathematical economics
70
(
2017
),
pp. 105-114
Persistent link: https://www.econbiz.de/10011828937
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
Time-varying beta : a boundedly rational equilibrium approach
Chiarella, Carl
;
Dieci, Roberto
;
He, Xue-zhong
-
2010
Persistent link: https://www.econbiz.de/10008663100
Saved in:
7
Heterogeneous expectations and exchange rate dynamics
Chiarella, Carl
;
He, Xue-zhong
;
Zheng, Min
-
2009
Persistent link: https://www.econbiz.de/10003857279
Saved in:
8
Portfolio analysis and zero-beta CAPM with heterogeneous beliefs
He, Xue-zhong
;
Shi, Lei
-
2009
Persistent link: https://www.econbiz.de/10003857507
Saved in:
9
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:
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
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:
12
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:
13
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:
14
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:
15
Heterogeneous beliefs, risk, and learning in a simple asset-pricing model with a market maker
Chiarella, Carl
;
He, Xue-zhong
- In:
Macroeconomic dynamics
7
(
2003
)
4
,
pp. 503-536
Persistent link: https://www.econbiz.de/10001794148
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->