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Optimal portfolio choice with parameter uncertainty
Kan, Raymond; Zhou, Guofu - In: Journal of financial and quantitative analysis : JFQA 42 (2007) 3, pp. 621-656
Persistent link: https://www.econbiz.de/10003527792
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Data-generating process uncertainty : what difference does it make in portfolio decisions?
Tu, Jun; Zhou, Guofu - In: Journal of financial economics 72 (2004) 2, pp. 385-421
Persistent link: https://www.econbiz.de/10002033621
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Small sample tests of portfolio efficiency
Zhou, Guofu - In: Journal of financial economics 30 (1991) 1, pp. 165-191
Persistent link: https://www.econbiz.de/10001121692
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A trend factor : Any economic gains from using information over investment horizons?
Han, Yufeng; Zhou, Guofu; Zhu, Yingzi - In: Journal of financial economics 122 (2016) 2, pp. 352-375
Persistent link: https://www.econbiz.de/10011590910
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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
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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