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On the fundamental law of active portfolio management : what happens if our estimates are wrong?
Zhou, Guofu - In: The journal of portfolio management : a publication of … 34 (2007/08) 4, pp. 26-33
Persistent link: https://www.econbiz.de/10003769532
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On the fundamental law of active portfolio management : how to make conditional investments unconditionally optimal
Zhou, Guofu - In: The journal of portfolio management : a publication of … 35 (2008/09) 1, pp. 12-21
Persistent link: https://www.econbiz.de/10003780569
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Beyond Black-Litterman : letting the data speak
Zhou, Guofu - In: The journal of portfolio management : a publication of … 36 (2009/10) 1, pp. 36-45
Persistent link: https://www.econbiz.de/10003909565
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Predicting market components out of sample : asset allocation implications
Kong, Aiguo; Rapach, David E.; Strauss, Jack; Zhou, Guofu - In: The journal of portfolio management : a publication of … 37 (2010/11) 4, pp. 29-41
Persistent link: https://www.econbiz.de/10009273895
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Volatility-managed portfolio : does it really work?
Liu, Fang; Tang, Xiaoxiao; Zhou, Guofu - In: The journal of portfolio management : a publication of … 46 (2019) 1, pp. 38-51
Persistent link: https://www.econbiz.de/10012433114