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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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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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Volatility trading : what is the role of the long-run volatility component?
Zhou, Guofu; Zhu, Yingzi - In: Journal of financial and quantitative analysis : JFQA 47 (2012) 2, pp. 273-307
Persistent link: https://www.econbiz.de/10009672587
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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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Investor attention and stock returns
Chen, Jian; Tang, Guohao; Yao, Jiaquan; Zhou, Guofu - In: Journal of financial and quantitative analysis : JFQA 57 (2022) 2, pp. 455-484
Persistent link: https://www.econbiz.de/10012805803
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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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Stock return asymmetry : beyond skewness
Jiang, Lei; Wu, Ke; Zhou, Guofu; Zhu, Yifeng - In: Journal of financial and quantitative analysis : JFQA 55 (2020) 2, pp. 357-386
Persistent link: https://www.econbiz.de/10012195585
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Upper bounds on return predictability
Huang, Dashan; Zhou, Guofu - In: Journal of financial and quantitative analysis : JFQA 52 (2017) 2, pp. 401-425
Persistent link: https://www.econbiz.de/10011742049
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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. 959-987
Persistent link: https://www.econbiz.de/10008732896
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Volatility Trading: What Is the Role of the Long-Run Volatility Component?
Zhou, Guofu; Zhu, Yingzi - In: Journal of financial and quantitative analysis : JFQA 47 (2012) 2, pp. 273-309
Persistent link: https://www.econbiz.de/10009993990