Min Zheng

China Institute for Actuarial Science, Central University of Finance and Economics, China

Dr.

39 South College Road

Haidian District

Beijing, Beijing 100081

China

SCHOLARLY PAPERS

3

DOWNLOADS

192

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (3)

1.

Asset Pricing Under Keeping Up with the Joneses and Heterogeneous Beliefs

Asian Finance Association (AsFA) 2013 Conference
Number of pages: 28 Posted: 02 Apr 2012
Xuezhong He, Lei Shi and Min Zheng
University of Technology Sydney (UTS) - Finance Discipline Group, Business School, Macquarie University and China Institute for Actuarial Science, Central University of Finance and Economics, China
Downloads 106 (264,080)

Abstract:

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Keeping up with the Joneses, heterogeneous beliefs, market selection, cyclical behaviour, price-dividend ratio, equity premium, risk-free rate

2.

Long Memory in Financial Markets: A Heterogeneous Agent Model Perspective

Number of pages: 29 Posted: 01 Mar 2018
Min Zheng, Ruipeng Liu and Youwei Li
China Institute for Actuarial Science, Central University of Finance and Economics, China, Deakin University and Hull University Business School
Downloads 53 (392,053)

Abstract:

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Heterogeneity, Bounded Rationality, Asymmetrical Beliefs, Long Memory, Modified R/S Test

3.

Heterogeneous Agent Models in Financial Markets: A Nonlinear Dynamics Approach

Number of pages: 34 Posted: 19 Dec 2018
Xuezhong He, Youwei Li and Min Zheng
University of Technology Sydney (UTS) - Finance Discipline Group, Business School, Hull University Business School and China Institute for Actuarial Science, Central University of Finance and Economics, China
Downloads 33 (470,020)

Abstract:

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stylized facts, anomalies, heterogeneous beliefs, nonlinear dynamics, stability and bifurcation