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type_genre:"Article in journal"
~person:"Zhou, Guofu"
~type_genre:"Amtsdruckschrift"
~type_genre:"Glossar enthalten"
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Search: subject_exact:"Portfolio management"
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Portfolio selection
26
Portfolio-Management
26
Theorie
13
Theory
13
Capital income
11
Kapitaleinkommen
11
Forecasting model
7
Prognoseverfahren
7
Bayes-Statistik
5
Bayesian inference
5
CAPM
5
USA
5
United States
5
Estimation
4
Schätzung
4
Time series analysis
4
Zeitreihenanalyse
4
Financial analysis
3
Finanzanalyse
3
Aktienmarkt
2
Estimation theory
2
Factor analysis
2
Faktorenanalyse
2
Financial investment
2
Kapitalanlage
2
Method of moments
2
Momentenmethode
2
Risikoprämie
2
Risk premium
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Schätztheorie
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Statistical test
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Statistischer Test
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Stock market
2
momentum
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1965-1999
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1965-2004
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1965-2009
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Article in journal
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26
Arbeitspapier
4
Working Paper
4
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3
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3
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1
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1
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English
26
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Zhou, Guofu
Fabozzi, Frank J.
78
Wong, Wing Keung
47
Satchell, Stephen
37
Hammoudeh, Shawkat
33
Korn, Ralf
33
Zaremba, Adam
33
Escobar, Marcos
31
Zagst, Rudi
31
Kang, Sang Hoon
30
Li, Duan
30
Platen, Eckhard
30
Prigent, Jean-Luc
30
Guidolin, Massimo
29
Auer, Benjamin R.
28
Martellini, Lionel
28
Levy, Haim
27
Lo, Andrew W.
26
Tiwari, Aviral Kumar
26
Maurer, Raimond
25
Young, Virginia R.
25
Jarrow, Robert A.
24
Faff, Robert W.
23
Forsyth, Peter A.
23
Gallagher, David R.
23
Hens, Thorsten
23
Kraft, Holger
23
Mensi, Walid
23
Post, Thierry
23
Scherer, Bernd
23
Markowitz, Harry
22
McAleer, Michael
22
Vanduffel, Steven
22
Wong, Hoi Ying
22
Clare, Andrew D.
21
Nguyen, Duc Khuong
21
Van Vuuren, Gary
21
Yao, Haixiang
21
Ang, Andrew
20
Gollier, Christian
20
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Journal of financial economics
5
The journal of portfolio management : a publication of Institutional Investor
5
Journal of financial and quantitative analysis : JFQA
3
Management science : journal of the Institute for Operations Research and the Management Sciences
2
Annals of economics and finance
1
Annals of operations research
1
Annual review of financial economics
1
China finance review international
1
Financial analysts' journal : FAJ
1
International Journal of Portfolio Analysis and Management
1
Japan and the world economy : international journal of theory and policy
1
Journal of derivatives & hedge funds
1
Journal of empirical finance
1
The journal of finance : the journal of the American Finance Association
1
The review of financial studies
1
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ECONIS (ZBW)
26
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1
Winners from winners : a tale of risk factors
Chib, Siddhartha
;
Zhao, Lingxiao
;
Zhou, Guofu
- In:
Management science : journal of the Institute for …
70
(
2024
)
1
,
pp. 396-414
Persistent link: https://www.econbiz.de/10014470017
Saved in:
2
Anomalies and the expected market return
Xi, Dong
;
Li, Yan
;
Rapach, David E.
;
Zhou, Guofu
- In:
The journal of finance : the journal of the American …
77
(
2022
)
1
,
pp. 639-681
Persistent link: https://www.econbiz.de/10012796524
Saved in:
3
Time series momentum : is it there?
Huang, Dashan
;
Li, Jiangyuan
;
Wang, Liyao
;
Zhou, Guofu
- In:
Journal of financial economics
135
(
2020
)
3
,
pp. 774-794
Persistent link: https://www.econbiz.de/10012543228
Saved in:
4
Volatility-managed portfolio : does it really work?
Liu, Fang
;
Tang, Xiaoxiao
;
Zhou, Guofu
- In:
The journal of portfolio management : a publication of …
46
(
2019
)
1
,
pp. 38-51
Persistent link: https://www.econbiz.de/10012433114
Saved in:
5
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:
6
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:
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
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:
9
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:
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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