He, Xue-Zhong; Li, Kai; Li, Youwei Asset allocation with time series momentum and reversal. (English) Zbl 1401.91518 J. Econ. Dyn. Control 91, 441-457 (2018). MSC: 91G10 91B84 91G70 91B62 PDFBibTeX XMLCite \textit{X.-Z. He} et al., J. Econ. Dyn. Control 91, 441--457 (2018; Zbl 1401.91518) Full Text: DOI Link
He, Xue-Zhong; Treich, Nicolas Prediction market prices under risk aversion and heterogeneous beliefs. (English) Zbl 1395.91198 J. Math. Econ. 70, 105-114 (2017). MSC: 91B24 PDFBibTeX XMLCite \textit{X.-Z. He} and \textit{N. Treich}, J. Math. Econ. 70, 105--114 (2017; Zbl 1395.91198) Full Text: DOI Link
Dieci, Roberto (ed.); He, Xue-Zhong (ed.); Hommes, Cars (ed.) Nonlinear economic dynamics and financial modelling. Essays in honour of Carl Chiarella. (English) Zbl 1305.91013 Cham: Springer (ISBN 978-3-319-07469-6/hbk; 978-3-319-07470-2/ebook). xv, 389 p. (2014). MSC: 91-06 91B55 91Gxx 00B30 PDFBibTeX XMLCite \textit{R. Dieci} (ed.) et al., Nonlinear economic dynamics and financial modelling. Essays in honour of Carl Chiarella. Cham: Springer (2014; Zbl 1305.91013) Full Text: DOI
He, Xue-Zhong Recent developments in asset pricing with heterogeneous beliefs and adaptive behaviour of financial markets. (English) Zbl 1296.91121 Bischi, Gian Italo (ed.) et al., Global analysis of dynamic models in economics and finance. Essays in honour of Laura Gardini. Berlin: Springer (ISBN 978-3-642-29502-7/hbk; 978-3-642-29503-4/ebook). 3-34 (2013). MSC: 91B25 91A26 91B55 91-02 PDFBibTeX XMLCite \textit{X.-Z. He}, in: Global analysis of dynamic models in economics and finance. Essays in honour of Laura Gardini. Berlin: Springer. 3--34 (2013; Zbl 1296.91121) Full Text: DOI
He, Xue-Zhong; Li, Kai Heterogeneous beliefs and adaptive behaviour in a continuous-time asset price model. (English) Zbl 1239.91112 J. Econ. Dyn. Control 36, No. 7, 973-987 (2012). MSC: 91B69 35Q91 91B62 91B24 PDFBibTeX XMLCite \textit{X.-Z. He} and \textit{K. Li}, J. Econ. Dyn. Control 36, No. 7, 973--987 (2012; Zbl 1239.91112) Full Text: DOI Link
He, Xue-Zhong; Hamill, Philip; Li, Youwei Can trend followers survive in the long run? Insights from agent-based modeling. (English) Zbl 1152.91513 Brabazon, Anthony (ed.) et al., Natural computing in computational finance. Berlin: Springer (ISBN 978-3-540-77476-1/hbk). Studies in Computational Intelligence 100, 253-269 (2008). MSC: 91B28 91B24 91A40 PDFBibTeX XMLCite \textit{X.-Z. He} et al., Stud. Comput. Intell. 100, 253--269 (2008; Zbl 1152.91513) Full Text: DOI Link
Chiarella, Carl; He, Xue-Zhong; Hommes, Cars A dynamic analysis of moving average rules. (English) Zbl 1162.91474 J. Econ. Dyn. Control 30, No. 9-10, 1729-1753 (2006). MSC: 91B62 91B24 37N40 PDFBibTeX XMLCite \textit{C. Chiarella} et al., J. Econ. Dyn. Control 30, No. 9--10, 1729--1753 (2006; Zbl 1162.91474) Full Text: DOI Link
He, Xue-Zhong; Westerhoff, Frank H. Commodity markets, price limiters and speculative price dynamics. (English) Zbl 1198.91161 J. Econ. Dyn. Control 29, No. 9, 1577-1596 (2005). MSC: 91B69 37N40 91B24 PDFBibTeX XMLCite \textit{X.-Z. He} and \textit{F. H. Westerhoff}, J. Econ. Dyn. Control 29, No. 9, 1577--1596 (2005; Zbl 1198.91161) Full Text: DOI