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~person:"Zhou, Guofu"
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ECONIS (ZBW)
107
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1
A trend factor : Any economic gains from using information over investment horizons?
Han, Yufeng
;
Zhou, Guofu
;
Zhu, Yingzi
- In:
Journal of financial economics
122
(
2016
)
2
,
pp. 352-375
Persistent link: https://www.econbiz.de/10011590910
Saved in:
2
Modeling non-normality using multivariate t : implications for asset pricing
Kan, Raymond
;
Zhou, Guofu
- In:
China finance review international
7
(
2017
)
1
,
pp. 2-32
Persistent link: https://www.econbiz.de/10011797735
Saved in:
3
Tests of mean-variance spanning
Kan, Raymond
(
contributor
);
Zhou, Guofu
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001681234
Saved in:
4
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
Saved in:
5
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:
6
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
Saved in:
7
Forecasting the equity risk premium : the role of technical indicators
Neely, Christopher J.
;
Rapach, David E.
;
Tu, Jun
;
Zhou, …
- In:
Management science : journal of the Institute for …
60
(
2014
)
7
,
pp. 1772-1791
Persistent link: https://www.econbiz.de/10010399441
Saved in:
8
Strategy diversification : combining momentum and carry strategies within a foreign exchange portfolio
Olszweski, Francis
;
Zhou, Guofu
- In:
Journal of derivatives & hedge funds
19
(
2013
)
4
,
pp. 311-320
Persistent link: https://www.econbiz.de/10010259395
Saved in:
9
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
Saved in:
10
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:
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