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What determines expected international asset returns?
Harvey, Campbell R. - 1994
Persistent link: https://www.econbiz.de/10000883653
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What determines expected international asset retuns [returns]?
Solnik, Bruno; Harvey, Campbell R.; Zhou, Guofu - 1994
Persistent link: https://www.econbiz.de/10000897108
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Hansen-Jagannathan distance : geometry and exact distribution
Kan, Raymond; Zhou, Guofu - 2004
Persistent link: https://www.econbiz.de/10001997574
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A new variance bound on the stochastic discount factor
Kan, Raymond; Zhou, Guofu - In: The journal of business : B 79 (2006) 2, pp. 941-961
Persistent link: https://www.econbiz.de/10003310426
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Cross-sectional asset pricing tests
Jagannathan, Ravi; Schaumburg, Ernst; Zhou, Guofu - In: Annual review of financial economics 2 (2010), pp. 49-74
Persistent link: https://www.econbiz.de/10008797839
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Bayesian portfolio analysis
Avramov, Doron; Zhou, Guofu - In: Annual review of financial economics 2 (2010), pp. 25-47
Persistent link: https://www.econbiz.de/10008797842
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Portfolio optimization under asset pricing anomalies
Chou, Pin-huang; Li, Wen-Shen; Zhou, Guofu - In: Japan and the world economy : international journal of … 18 (2006) 2, pp. 121-142
Persistent link: https://www.econbiz.de/10003303126
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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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A new index of financial conditions
Koop, Gary; Korobilis, Dimitris - In: European economic review : EER 71 (2014), pp. 101-116
Persistent link: https://www.econbiz.de/10010512275
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Quantile forecasts of inflation under model uncertainty
Korobilis, Dimitris - 2015
Persistent link: https://www.econbiz.de/10010517181