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type_genre:"Article in journal"
type_genre:"Statistics"
~person:"Zhou, Guofu"
~subject:"CAPM"
~type_genre:"Bibliography included"
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33
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13
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13
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5
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Zhou, Guofu
Jarrow, Robert A.
27
Madan, Dilip B.
22
Hansen, Lars Peter
17
Cochrane, John H.
16
Ferson, Wayne E.
16
Levy, Haim
14
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13
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13
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12
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12
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12
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12
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12
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11
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11
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11
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10
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10
Detemple, Jérôme B.
10
Epstein, Larry G.
10
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10
He, Xue-zhong
10
Hens, Thorsten
10
Jagannathan, Ravi
10
Kan, Raymond
10
Lioui, Abraham
10
Longstaff, Francis A.
10
Wei, K. C. John
10
Zhang, Lu
10
Boyle, Phelim P.
9
Elliott, Robert J.
9
Kubler, Felix
9
Nielsen, Lars Tyge
9
Satchell, Stephen
9
Aït-Sahalia, Yacine
8
Back, Kerry E.
8
Bakshi, Gurdip S.
8
Chabi-Yo, Fousseni
8
Gagliardini, Patrick
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Journal of empirical finance
3
Management science : journal of the Institute for Operations Research and the Management Sciences
2
The journal of finance : the journal of the American Finance Association
2
Annals of economics and finance
1
Annual review of financial economics
1
Finance research letters
1
Japan and the world economy : international journal of theory and policy
1
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ECONIS (ZBW)
16
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16
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1
Winners from winners : a tale of risk factors
Chib, Siddhartha
;
Zhao, Lingxiao
;
Zhou, Guofu
- In:
Management science : journal of the Institute for …
70
(
2024
)
1
,
pp. 396-414
Persistent link: https://www.econbiz.de/10014470017
Saved in:
2
Expected return, volume, and mispricing
Han, Yufeng
;
Huang, Dashan
;
Huang, Dayong
;
Zhou, Guofu
- In:
Journal of financial economics
143
(
2022
)
3
,
pp. 1295-1315
Persistent link: https://www.econbiz.de/10013402177
Saved in:
3
Asymmetry in stock comovements : an entropy approach
Jiang, Lei
;
Wu, Ke
;
Zhou, Guofu
- In:
Journal of financial and quantitative analysis : JFQA
53
(
2018
)
4
,
pp. 1479-1507
Persistent link: https://www.econbiz.de/10011930502
Saved in:
4
Fama-MacBeth two-pass regressions : improving risk premia estimates
Bai, Jushan
;
Zhou, Guofu
- In:
Finance research letters
15
(
2015
),
pp. 31-40
Persistent link: https://www.econbiz.de/10011552938
Saved in:
5
Macroeconomic volatilities and long-run risks of asset prices
Zhou, Guofu
;
Zhu, Yingzi
- In:
Management science : journal of the Institute for …
61
(
2015
)
2
,
pp. 413-430
Persistent link: https://www.econbiz.de/10010490848
Saved in:
6
Cross-sectional asset pricing tests
Jagannathan, Ravi
;
Schaumburg, Ernst
;
Zhou, Guofu
- In:
Annual review of financial economics
2
(
2010
),
pp. 49-74
Persistent link: https://www.econbiz.de/10008797839
Saved in:
7
Portfolio optimization under asset pricing anomalies
Chou, Pin-huang
;
Li, Wen-Shen
;
Zhou, Guofu
- In:
Japan and the world economy : international journal of …
18
(
2006
)
2
,
pp. 121-142
Persistent link: https://www.econbiz.de/10003303126
Saved in:
8
A new variance bound on the stochastic discount factor
Kan, Raymond
;
Zhou, Guofu
- In:
The journal of business : B
79
(
2006
)
2
,
pp. 941-961
Persistent link: https://www.econbiz.de/10003310426
Saved in:
9
What determines expected international asset returns?
Harvey, Campbell R.
;
Solnik, Bruno
;
Zhou, Guofu
- In:
Annals of economics and finance
3
(
2002
)
2
,
pp. 249-298
Persistent link: https://www.econbiz.de/10001731925
Saved in:
10
A critique of the stochastic discount factor methodology
Kan, Raymond
;
Zhou, Guofu
- In:
The journal of finance : the journal of the American …
54
(
1999
)
4
,
pp. 1221-1248
Persistent link: https://www.econbiz.de/10001395748
Saved in:
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