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Index portfolio and welfare analysis under heterogeneous beliefs
He, Xue-zhong; Shi, Lei - In: Journal of banking & finance 75 (2017), pp. 64-79
Persistent link: https://www.econbiz.de/10011742152
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Asset allocation with time series momentum and reversal
He, Xue-zhong; Li, Kai; Li, Youwei - In: Journal of economic dynamics & control 91 (2018), pp. 441-457
Persistent link: https://www.econbiz.de/10011974221
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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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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
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Heterogeneous beliefs and the performances of optimal portfolios
He, Xue-zhong; Shi, Lei - 2012
Persistent link: https://www.econbiz.de/10009564473
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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
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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
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Market sentiment and paradigm shifts
Chu, Liya; He, Xue-zhong; Li, Kai; Tu, Jun - 2015
Persistent link: https://www.econbiz.de/10011344305
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Optimal time series momentum
He, Xue-zhong; Li, Kai; Li, Youwei - 2015
Persistent link: https://www.econbiz.de/10011344325
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Estimating behavioural heterogeneity under regime switching
Chiarella, Carl; He, Xue-zhong; Huang, Weihong; Zheng, … - In: Journal of economic behavior & organization : JEBO 83 (2012) 3, pp. 446-460
Persistent link: https://www.econbiz.de/10011584097