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~isPartOf:"Journal of financial and quantitative analysis : JFQA"
~person:"Bekaert, Geert"
~person:"Stambaugh, Robert F."
~person:"Zhou, Guofu"
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International
yield
comovements
Bekaert, Geert
;
Ermolov, Andrey
- In:
Journal of financial and quantitative analysis : JFQA
58
(
2023
)
1
,
pp. 250-288
Persistent link: https://www.econbiz.de/10014247804
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Incorporating economic objectives into Bayesian priors : portfolio choice under parameter uncertainty
Tu, Jun
;
Zhou, Guofu
- In:
Journal of financial and quantitative analysis : JFQA
45
(
2010
)
4
,
pp. 959-986
Persistent link: https://www.econbiz.de/10008758064
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3
A new anomaly : the cross-sectional profitability of technical analysis
Han, Yufeng
;
Yang, Ke
;
Zhou, Guofu
- In:
Journal of financial and quantitative analysis : JFQA
48
(
2013
)
5
,
pp. 1433-1461
Persistent link: https://www.econbiz.de/10010343641
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4
Good carry, bad carry
Bekaert, Geert
;
Panayotov, George
- In:
Journal of financial and quantitative analysis : JFQA
55
(
2020
)
4
,
pp. 1063-1094
Persistent link: https://www.econbiz.de/10012244187
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5
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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