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~isPartOf:"Journal of financial and quantitative analysis : JFQA"
~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
~person:"Zhou, Guofu"
~subject:"CAPM"
~subject:"Portfolio-Management"
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Journal of financial and quantitative analysis : JFQA
Management science : journal of the Institute for Operations Research and the Management Sciences
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ECONIS (ZBW)
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1
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
Saved in:
2
Forecasting the equity risk premium : the role of technical indicators
Neely, Christopher J.
;
Rapach, David E.
;
Tu, Jun
;
Zhou, …
- In:
Management science : journal of the Institute for …
60
(
2014
)
7
,
pp. 1772-1791
Persistent link: https://www.econbiz.de/10010399441
Saved in:
3
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:
4
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:
5
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
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