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Journal of financial economics
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Economics Letters
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Handbook of investment analysis, portfolio management, and financial derivatives ; Volume 3
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International Review of Financial Analysis
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International journal of production research : American Institute of Industrial Engineers ; Society of Manufacturing Engineers
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ECONIS (ZBW)
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EconStor
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1
Using bootstrap to test portfolio efficiency
Chou, Pin-huang
;
Zhou, Guofu
- In:
Annals of economics and finance
7
(
2006
)
2
,
pp. 217-249
Persistent link: https://www.econbiz.de/10003418638
Saved in:
2
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:
3
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:
4
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:
5
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:
6
Security factors as linear combinations of economic variables
Zhou, Guofu
- In:
Journal of financial markets
2
(
1999
)
3
,
pp. 403-432
Persistent link: https://www.econbiz.de/10001426717
Saved in:
7
Asset-pricing tests under alternative distributions
Zhou, Guofu
- In:
The journal of finance : the journal of the American …
48
(
1993
)
5
,
pp. 1927-1942
Persistent link: https://www.econbiz.de/10001155917
Saved in:
8
Small sample tests of portfolio efficiency
Zhou, Guofu
- In:
Journal of financial economics
30
(
1991
)
1
,
pp. 165-191
Persistent link: https://www.econbiz.de/10001121692
Saved in:
9
Small sample rank tests with applications to asset pricing
Zhou, Guofu
- In:
Journal of empirical finance
2
(
1995
)
1
,
pp. 71-93
Persistent link: https://www.econbiz.de/10001181811
Saved in:
10
How much stock return predictability can we expect from an asset pricing model?
Zhou, Guofu
- In:
Economics letters
108
(
2010
)
2
,
pp. 184-186
Persistent link: https://www.econbiz.de/10008699206
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