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~person:"Zhou, Guofu"
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A mean-variance derivation of...
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Portfolio selection
46
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46
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18
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46
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Zhou, Guofu
Fabozzi, Frank J.
258
Maurer, Raimond
137
Mitchell, Olivia S.
115
Guidolin, Massimo
101
Platen, Eckhard
92
Campbell, John Y.
80
Satchell, Stephen
80
McAleer, Michael
76
Gollier, Christian
75
Lo, Andrew W.
73
Hens, Thorsten
71
Ang, Andrew
70
Kraft, Holger
66
Uppal, Raman
63
Bodie, Zvi
59
Korn, Ralf
57
Markowitz, Harry
57
Wong, Wing Keung
56
Schenk-Hoppé, Klaus Reiner
55
Viceira, Luis M.
55
Levy, Haim
54
Blake, David
53
Weber, Martin
53
Zaremba, Adam
53
Li, Duan
52
Elton, Edwin J.
51
Stambaugh, Robert F.
51
Post, Thierry
50
Prigent, Jean-Luc
49
Lucas, André
47
Scherer, Bernd
47
Wermers, Russ
47
Zagst, Rudi
47
Kelly, Bryan T.
46
Pedersen, Lasse Heje
45
Račev, Svetlozar T.
45
Gürtler, Marc
44
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44
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5
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5
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3
Management science : journal of the Institute for Operations Research and the Management Sciences
2
Rotman School of Management working paper / University of Toronto Rotman School of Management
2
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1
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ECONIS (ZBW)
46
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1
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
Saved in:
2
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
Saved in:
3
What will the likely range of my wealth be?
Kan, Raymond
;
Zhou, Guofu
- In:
Financial analysts' journal : FAJ
65
(
2009
)
4
,
pp. 68-77
Persistent link: https://www.econbiz.de/10003867783
Saved in:
4
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
Saved in:
5
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
Saved in:
6
Asymmetries in stock returns : statistical tests and economic evaluation
Hong, Yongmiao
;
Tu, Jun
;
Zhou, Guofu
- In:
The review of financial studies
20
(
2007
)
5
,
pp. 1547-1581
Persistent link: https://www.econbiz.de/10003621186
Saved in:
7
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
Saved in:
8
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:
9
Robust portfolios : contributions from operations research and finance
Fabozzi, Frank J.
;
Huang, Dashan
;
Zhou, Guofu
-
2010
Persistent link: https://www.econbiz.de/10003964880
Saved in:
10
Tests of mean-variance spanning
Kan, Raymond
;
Zhou, Guofu
- In:
Annals of economics and finance
13
(
2012
)
1
,
pp. 139-187
Persistent link: https://www.econbiz.de/10009558304
Saved in:
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