Kai Li
TitleCited byYear
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
482009
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
432009
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
422012
Profitability of time series momentum
XZ He, K Li
Journal of Banking & Finance 53, 140-157, 2015
39*2015
An evolutionary CAPM under heterogeneous beliefs
C Chiarella, R Dieci, XZ He, K Li
Annals of Finance 9 (2), 185-215, 2013
342013
Volatility clustering: A nonlinear theoretical approach
XZ He, K Li, C Wang
Journal of Economic Behavior & Organization 130, 274-297, 2016
172016
Herding, trend chasing and market volatility
C Di Guilmi, XZ He, K Li
Journal of Economic Dynamics and Control 48, 349-373, 2014
162014
Asset allocation with time series momentum and reversal
XZ He, K Li, Y Li
Journal of Economic Dynamics and Control 91, 441-457, 2018
12*2018
Optimal dynamic momentum strategies
K Li, J Liu
Available at SSRN 2746561, 2018
8*2018
Market sentiment and paradigm shifts in equity premium forecasting
L Chu, X He, K Li, J Tu
QFRC working paper 356, UTS, 2015
62015
Portfolio Selection under Time Delays: A Piecewise Dynamic Programming Approach
K Li, J Liu
https://ssrn.com/abstract=2916481, 2018
42018
Extrapolative Asset Pricing
K Li, J Liu
Available at SSRN 3116643, 2018
32018
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), 055903, 2018
22018
Asset price dynamics with heterogeneous beliefs and time delays
K Li
22014
Portfolio Selection with Inflation-linked Bonds and Indexation Lags
K Li
Available at SSRN 3372002, 2019
12019
Investor Overconfidence and the Security Market Line: New Evidence from China
X Han, K Li, Y Li
Available at SSRN 3284886, 2018
12018
Social Interaction, Stochastic Volatility, and Momentum
X He, K Li, L Shi
Stochastic Volatility, and Momentum (February 17, 2017), 2017
12017
Hedging Momentum
K Li, L Ma
https://ssrn.com/abstract=3407263, 2019
2019
Time-Varying Economic Dominance Through Bistable Dynamics
X He, K Li, C Wang
Available at SSRN 3106447, 2018
2018
Production Delay and Belief Distributions in a Continuous-Time Cobweb Model
CH Hommes, K Li
Available at SSRN 2919120, 2017
2017
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Articles 1–20