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Issue Date
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2016
A Binomial Model of Asset and Option Pricing with Heterogeneous Beliefs
He, X
;
Shi, L
2012-03-01
Boundedly rational equilibrium and risk premium
He, XZ
;
Shi, L
2012-09-01
Disagreement, correlation and asset prices
He, XZ
;
Shi, L
2015-01-08
Optimal time series momentum
He, X
;
Li, K
;
Shi, L
2012-09-01
Disagreement in a Multi-Asset Market
He, XZ
;
Shi, L
2010-01
Portfolio efficiency under heterogeneous beliefs
He, X
;
Shi, L
;
Kijima, M
;
Hara, C
;
Tanaka, K
;
Muromachi, Y
2011-01
Diversification effect of heterogeneous beliefs
He, X
;
Shi, L
;
Dawid, H
;
Semmler, W
2015-01-01
Position limit for the CSI 300 stock index futures market
Wei, L
;
Zhang, W
;
Xiong, X
;
Shi, L
2017-01-02
A behavioural model of investor sentiment in limit order markets
Chiarella, C
;
He, XZ
;
Shi, L
;
Wei, L
2017-02-01
Index portfolio and welfare analysis under heterogeneous beliefs
He, XZ
;
Shi, L
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