Slow diffusion of information in asset pricing and risk management

Project: Other

Transfer

Status	Finished
Effective start/end date	22/08/18 → 31/12/20

Extrapolative asset pricing
Li, K. & Liu, J., Jun 2023, In: Journal of Economic Theory. 210, p. 1-47 47 p., 105651.
Research output: Contribution to journal › Article › peer-review
7 Link opens in a new tab Citations (Scopus)
Bounded rationality, adaptive behaviour, and asset prices
Zhao, D. & Li, K., Mar 2022, In: International Review of Financial Analysis. 80, p. 1-14 14 p., 102037.
Research output: Contribution to journal › Article › peer-review
7 Link opens in a new tab Citations (Scopus)
Optimal dynamic momentum strategies
Li, K. & Liu, J., 1 Jul 2022, In: Operations Research. 70, 4, p. 2054-2068 15 p.
Research output: Contribution to journal › Article › peer-review

Open Access
9 Link opens in a new tab Citations (Scopus)

Project Details