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Kai Li
Tytuł
Cytowane przez
Cytowane przez
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Profitability of time series momentum
XZ He, K Li
Journal of Banking & Finance 53, 140-157, 2015
1062015
Stability and Hopf bifurcation analysis of a prey–predator system with two delays
K Li, J Wei
Chaos, Solitons & Fractals 42 (5), 2606-2613, 2009
772009
An evolutionary CAPM under heterogeneous beliefs
C Chiarella, R Dieci, XZ He, K Li
Annals of Finance 9, 185-215, 2013
622013
Heterogeneous beliefs and adaptive behaviour in a continuous-time asset price model
XZ He, K Li
Journal of Economic Dynamics and Control 36 (7), 973-987, 2012
602012
Asset allocation with time series momentum and reversal
XZ He, K Li, Y Li
Journal of Economic Dynamics and Control 91, 441-457, 2018
47*2018
Market stability switches in a continuous-time financial market with heterogeneous beliefs
XZ He, K Li, J Wei, M Zheng
Economic Modelling 26 (6), 1432-1442, 2009
472009
Volatility clustering: A nonlinear theoretical approach
XZ He, K Li, C Wang
Journal of Economic Behavior & Organization 130, 274-297, 2016
402016
Herding, trend chasing and market volatility
C Di Guilmi, XZ He, K Li
Journal of Economic Dynamics and Control 48, 349-373, 2014
382014
Investor Sentiment and Paradigm Shifts in Equity Return Forecasting
L Chu, XZ He, K Li, J Tu
Management Science 68 (6), 4301-4325, 2022
37*2022
Investor overconfidence and the security market line: New evidence from China
X Han, K Li, Y Li
Journal of Economic Dynamics and Control 117, 103961, 2020
372020
Optimal dynamic momentum strategies
K Li, J Liu
Operations Research 70 (4), 2054-2068, 2022
232022
Extrapolative asset pricing
K Li, J Liu
Journal of Economic Theory 210, 105651, 2023
202023
Time-varying economic dominance in financial markets: A bistable dynamics approach
XZ He, K Li, C Wang
Chaos: An Interdisciplinary Journal of Nonlinear Science 28 (5), 2018
172018
Portfolio selection with inflation-linked bonds and indexation lags
K Li
Journal of Economic Dynamics and Control 107, 103727, 2019
162019
Portfolio Selection under Time Delays: A Piecewise Dynamic Programming Approach
K Li, J Liu
https://ssrn.com/abstract=2916481, 2018
9*2018
Bounded rationality, adaptive behaviour, and asset prices
D Zhao, K Li
International Review of Financial Analysis 80, 102037, 2022
52022
Nonlinear effect of sentiment on momentum
K Li
Journal of Economic Dynamics and Control 133, 104253, 2021
42021
Time to build and bond risk premia
B Guo, F Huang, K Li
Journal of Economic Dynamics and Control 121, 104024, 2020
42020
Asset Price Dynamics with Heterogeneous Beliefs and Time Delays
K Li
PQDT-Global, 2014
42014
Social interaction, volatility clustering, and momentum
XZ He, K Li, C Santi, L Shi
Journal of Economic Behavior & Organization 203, 125-149, 2022
3*2022
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