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Stochastic process
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growth optimal portfolio
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He, Xue-zhong
12
Chiarella, Carl
7
Hommes, Cars H.
4
Li, Kai
4
Zheng, Min
3
Flaschel, Peter
2
Hung, Hing
2
Di Guilmi, Corrado
1
He, Xue-Zhong
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
4
Journal of economic dynamics & control
3
Discussion paper / Tinbergen Institute
2
Quantitative and empirical analysis of nonlinear dynamic macromodels
2
Journal of banking & finance
1
Journal of economic behavior & organization : JEBO
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ECONIS (ZBW)
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1
A dynamic analysis of moving average rules
Chiarella, Carl
;
He, Xue-zhong
;
Hommes, Cars H.
-
2004
Persistent link: https://www.econbiz.de/10002431644
Saved in:
2
Heterogeneity, profitability and autocorrelations
He, Xue-zhong
;
Li, Youwei
-
2005
Persistent link: https://www.econbiz.de/10002721594
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3
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:
4
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:
5
Herding, trend chasing and market volatility
Di Guilmi, Corrado
;
He, Xue-zhong
;
Li, Kai
- In:
Journal of economic dynamics & control
48
(
2014
),
pp. 349-373
Persistent link: https://www.econbiz.de/10010486646
Saved in:
6
A dynamic analysis of moving average rules
Chiarella, Carl
;
He, Xue-zhong
;
Hommes, Cars H.
- In:
Journal of economic dynamics & control
30
(
2006
)
9/10
,
pp. 1729-1753
Persistent link: https://www.econbiz.de/10003370374
Saved in:
7
A stochastic model of real-financial interaction with boundedly rational heterogeneous agents
Chiarella, Carl
;
Flaschel, Peter
;
He, Xue-zhong
;
Hung, Hing
- In:
Quantitative and empirical analysis of nonlinear …
,
(pp. 333-358)
.
2006
Persistent link: https://www.econbiz.de/10003324053
Saved in:
8
A dynamic analysis of moving average rules
Chiarella, Carl
;
He, Xue-zhong
;
Hommes, Cars H.
-
2005
Persistent link: https://www.econbiz.de/10002902581
Saved in:
9
The stochastic dynamics of speculative prices
Chiarella, Carl
;
He, Xue-zhong
;
Zheng, Min
-
2007
Persistent link: https://www.econbiz.de/10003856740
Saved in:
10
Profitability of time series momentum
He, Xue-zhong
;
Li, Kai
- In:
Journal of banking & finance
53
(
2015
),
pp. 140-157
Persistent link: https://www.econbiz.de/10011377714
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