Browsing General by Author "Li, Youwei"

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Browsing General by Author "Li, Youwei"

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  • Li, Youwei; He, Xuezhong (IOP Publishing Ltd., 2008)
    This paper is a contribution to the literature on the explanatory power and calibration of heterogeneous asset pricing models. We set out a new stochastic market-fraction asset pricing model of fundamentalists and trend ...