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An analysis of the effect of noise in a heterogeneous agent financial market model

Chiarella, Carl; He, Xue-zhong; Zheng, Min - In: Journal of economic dynamics & control 35 (2011) 1, pp. 148-162

Persistent link: https://www.econbiz.de/10009127641

Heterogeneous expectations and exchange rate dynamics

Chiarella, Carl; He, Xue-zhong; Zheng, Min - In: The European journal of finance 19 (2013) 5/6, pp. 392-419

Persistent link: https://www.econbiz.de/10010243607

The stochastic dynamics of speculative prices

Chiarella, Carl; He, Xue-zhong; Zheng, Min - 2007

Persistent link: https://www.econbiz.de/10003856740

Heterogeneous expectations and exchange rate dynamics

Chiarella, Carl; He, Xue-zhong; Zheng, Min - 2009

Persistent link: https://www.econbiz.de/10003857279

Asset Pricing Under Keeping Up with the Joneses and Heterogeneous Beliefs

He, Xue-zhong - 2013

When agents agree to disagree about the expected growth rate of the aggregate endowment process, we study the asset price dynamics under “Keeping up with the Joneses” (KUJ) meaning that each agent maximizes the expected life-time CRRA utility of his relative consumption to the other agent in...

Persistent link: https://www.econbiz.de/10013091259