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person:"He, Xue-zhong"
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Search: subject_exact:"Capital asset pricing"
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42
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14
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13
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13
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He, Xue-zhong
Zaremba, Adam
84
Zhang, Lu
79
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71
Fabozzi, Frank J.
64
Ferson, Wayne E.
64
Harvey, Campbell R.
58
Hens, Thorsten
57
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56
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55
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54
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52
Jagannathan, Ravi
52
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51
Cakici, Nusret
48
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48
Lee, Cheng F.
46
Zhou, Guofu
46
Kan, Raymond
45
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43
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41
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38
Lo, Andrew W.
38
Guo, Hui
36
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36
Duffie, Darrell
35
Fama, Eugene F.
35
Kelly, Bryan T.
35
Ang, Andrew
34
Hommes, Cars H.
34
Lettau, Martin
34
Zin, Stanley E.
34
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33
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33
Polk, Christopher
33
Chiarella, Carl
32
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32
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32
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31
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31
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23
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3
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2
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2
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1
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1
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1
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1
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1
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1
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1
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1
Natural computing in computational finance ; [the inspiration for this book stemmed from the success of EvoFin 2007, the first European Workshop on Evolutionary Computation in Finance and Economics, which was held as part of the EvoWorkshops at Evo* in Valencia, Spain in April 2007]
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ECONIS (ZBW)
42
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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
Heterogeneous agent models in finance
Dieci, Roberto
;
He, Xue-zhong
-
2018
Persistent link: https://www.econbiz.de/10013253829
Saved in:
3
Testing of a market fraction model and power-law behaviour in the Dax 30
He, Xue-zhong
;
Li, Youwei
-
2015
Persistent link: https://www.econbiz.de/10011344322
Saved in:
4
Heterogeneous expectations in asset pricing : empirical evidence from the S&P500
Chiarella, Carl
;
He, Xue-zhong
;
Zwinkels, Remco C. J.
-
2014
Persistent link: https://www.econbiz.de/10010349280
Saved in:
5
A evolutionary CAPM under heterogeneous beliefs
Chiarella, Carl
;
Dieci, Roberto
;
He, Xue-zhong
;
Li, Kai
-
2012
Persistent link: https://www.econbiz.de/10009626025
Saved in:
6
Heterogeneous beliefs and the cross-section of asset returns
He, Xue-zhong
;
Shi, Lei
-
2012
Persistent link: https://www.econbiz.de/10009564462
Saved in:
7
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:
8
Heterogeneous beliefs and the performances of optimal portfolios
He, Xue-zhong
;
Shi, Lei
-
2012
Persistent link: https://www.econbiz.de/10009564473
Saved in:
9
Recent developments on heterogeneous beliefs and adaptive behaviour of financial markets
He, Xue-zhong
-
2012
Persistent link: https://www.econbiz.de/10009632003
Saved in:
10
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:
11
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:
12
Differences in opinion and risk premium
He, Xue-zhong
;
Shi, Lei
-
2010
Persistent link: https://www.econbiz.de/10008662189
Saved in:
13
Dynamics of moving average rules in a continuous-time financial market model
He, Xue-zhong
;
Zheng, Min
-
2010
Persistent link: https://www.econbiz.de/10008662202
Saved in:
14
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:
15
Testing of a market fraction model and power-law behaviour in the DAX 30
He, Xue-zhong
;
Li, Youwei
- In:
Journal of empirical finance
31
(
2015
),
pp. 1-17
Persistent link: https://www.econbiz.de/10011489318
Saved in:
16
A framework for CAPM with heterogenous beliefs
Chiarella, Carl
;
Dieci, Roberto
;
He, Xue-zhong
-
2009
Persistent link: https://www.econbiz.de/10008662365
Saved in:
17
Heterogeneous expectations and exchange rate dynamics
Chiarella, Carl
;
He, Xue-zhong
;
Zheng, Min
-
2009
Persistent link: https://www.econbiz.de/10003857279
Saved in:
18
Portfolio analysis and zero-beta CAPM with heterogeneous beliefs
He, Xue-zhong
;
Shi, Lei
-
2009
Persistent link: https://www.econbiz.de/10003857507
Saved in:
19
Market stability switches in a continuous-time financial market with heterogeneous beliefs
He, Xue-zhong
;
Li, Kai
;
Wei, Junjie
;
Zheng, Min
-
2009
Persistent link: https://www.econbiz.de/10003857531
Saved in:
20
Heterogeneity, bounded rationality and market dysfunctionality
He, Xue-zhong
;
Shi, Lei
-
2008
Persistent link: https://www.econbiz.de/10003857147
Saved in:
21
Heterogeneous expectations in asset pricing : empirical evidence from the S&P500
Chiarella, Carl
;
He, Xue-zhong
;
Zwinkels, Remco C. J.
- In:
Journal of economic behavior & organization : JEBO
105
(
2014
),
pp. 1-16
Persistent link: https://www.econbiz.de/10010465070
Saved in:
22
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:
23
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:
24
An evolutionary CAPM under heterogeneous beliefs
Chiarella, Carl
;
Dieci, Roberto
;
He, Xue-zhong
;
Li, Kai
- In:
Annals of finance
9
(
2013
)
2
,
pp. 185-215
Persistent link: https://www.econbiz.de/10009741197
Saved in:
25
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:
26
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:
27
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:
28
Heterogeneity, profitability and autocorrelations
He, Xue-zhong
;
Li, Youwei
-
2005
Persistent link: https://www.econbiz.de/10002721594
Saved in:
29
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:
30
Disagreement, correlation and asset prices
He, Xue-zhong
;
Shi, Lei
- In:
Economics letters
116
(
2012
)
3
,
pp. 512-515
Persistent link: https://www.econbiz.de/10009674250
Saved in:
31
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:
32
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:
33
Asset pricing, volatility and market behaviour : a market fraction approach
He, Xue-zhong
-
2003
Persistent link: https://www.econbiz.de/10002250856
Saved in:
34
An adaptive model on asset pricing and wealth dynamics with heterogeneous trading strategies
Chiarella, Carl
;
He, Xue-zhong
-
2002
Persistent link: https://www.econbiz.de/10001732770
Saved in:
35
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:
36
Dynamics of moving average rules in a continuous-time financial market model
He, Xue-zhong
;
Zheng, Min
- In:
Journal of economic behavior & organization : JEBO
76
(
2010
)
3
,
pp. 615-634
Persistent link: https://www.econbiz.de/10008933240
Saved in:
37
Asset price and wealth dynamics under heterogeneous expectations
Chiarella, Carl
;
He, Xue-zhong
-
2001
Persistent link: https://www.econbiz.de/10001619249
Saved in:
38
Market stability switches in a continuous-time financial market with heterogeneous beliefs
He, Xue-zhong
;
Li, Kai
;
Wei, Junjie
;
Zheng, Min
- In:
Economic modelling
26
(
2009
)
6
,
pp. 1432-1442
Persistent link: https://www.econbiz.de/10003923604
Saved in:
39
Can trend followers survive in the long-run? : insights from agent-based modeling
He, Xue-zhong
;
Hamill, Philip
;
Li, Youwei
- In:
Natural computing in computational finance ; [the …
,
(pp. 253-269)
.
2008
Persistent link: https://www.econbiz.de/10009515165
Saved in:
40
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:
41
Power-law behaviour, heterogeneity, and trend chasing
He, Xue-zhong
;
Li, Youwei
- In:
Journal of economic dynamics & control
31
(
2007
)
10
,
pp. 3396-3426
Persistent link: https://www.econbiz.de/10003569409
Saved in:
42
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:
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