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Diversification effect of heterogeneous beliefs
He, Xue-zhong; Shi, Lei - In: Computational methods in economic dynamics : [selected …, (pp. 57-75). 2011
Persistent link: https://www.econbiz.de/10009268732
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Consumption-based CAPM with belief heterogeneity
Shi, Lei - In: Journal of economic dynamics & control 65 (2016), pp. 30-46
Persistent link: https://www.econbiz.de/10011708306
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Dynamics of beliefs and learning under aL-processes : the heterogeneous case
Chiarella, Carl; He, Xue-zhong - 2001
Persistent link: https://www.econbiz.de/10001619246
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Asset price and wealth dynamics under heterogeneous expectations
Chiarella, Carl; He, Xue-zhong - 2001
Persistent link: https://www.econbiz.de/10001619249
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Dynamics of beliefs and learning under aL-processes : the homogeneous case
Chiarella, Carl; He, Xue-zhong - 2001
Persistent link: https://www.econbiz.de/10001619295
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Asset price dynamics with time-varying second moment
Chiarella, Carl; He, Xue-zhong; Wang, Duo - 2004
Persistent link: https://www.econbiz.de/10002554388
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A framework for CAPM with heterogenous beliefs
Chiarella, Carl; Dieci, Roberto; He, Xue-zhong - 2009
Persistent link: https://www.econbiz.de/10008662365
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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
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Heterogeneous beliefs and prediction market accuracy
Treich, Nicolas; He, Xue-zhong - 2012
Persistent link: https://www.econbiz.de/10009762561
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Heterogeneous beliefs and prediction market accuracy
He, Xue-zhong; Treich, Nicolas - 2013
Persistent link: https://www.econbiz.de/10010198916