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BEYOND BLACK-LITTERMAN: Letting the Data Speak
Zhou, Guofu - In: The journal of portfolio management : a publication of … 36 (2009) 1, pp. 36-45
Persistent link: https://www.econbiz.de/10008332086
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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. 959-987
Persistent link: https://www.econbiz.de/10008732896
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Markowitz meets Talmud: A combination of sophisticated and naive diversification strategies
Tu, Jun; Zhou, Guofu - In: Journal of financial economics 99 (2011) 1, pp. 204-216
Persistent link: https://www.econbiz.de/10008770469
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Economically relevant preferences for all observed epsilon
Fabozzi, Frank J.; Huang, Dashan; Zhou, Guofu - 2010
Persistent link: https://www.econbiz.de/10008393899
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How much stock return predictability can we expect from an asset pricing model?
Zhou, Guofu - In: Economics letters 108 (2010) 2, pp. 184-187
Persistent link: https://www.econbiz.de/10008433305
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ARTICLES - On the Rate of Convergence of Discrete-Time Contingent Claims
Heston, Steve; Zhou, Guofu - In: Mathematical finance : an international journal of … 10 (2000) 1, pp. 53-76
Persistent link: https://www.econbiz.de/10008217918
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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. 1547-1582
Persistent link: https://www.econbiz.de/10007873212
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Estimating and testing beta pricing models: Alternative methods and their performance in simulations
Shanken, Jay; Zhou, Guofu - In: Journal of financial economics 84 (2007) 1, pp. 40-86
Persistent link: https://www.econbiz.de/10007732506
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Out-of-Sample Equity Premium Prediction: Combination Forecasts and Links to the Real Economy
Rapach, David E.; Strauss, Jack K.; Zhou, Guofu - In: The review of financial studies 23 (2013) 2, pp. 821-820
Persistent link: https://www.econbiz.de/10010113704
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Asymmetries in Stock Returns: Statistical Tests and Economic Evaluation
Hong, Yongmiao; Tu, Jun; Zhou, Guofu - In: The review of financial studies 20 (2013) 5, pp. 1547-1546
Persistent link: https://www.econbiz.de/10010113741