Narrow search
Showing 1 - 10 of 26
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
Data-generating process uncertainty : what difference does it make in portfolio decisions?
Tu, Jun; Zhou, Guofu - In: Journal of financial economics 72 (2004) 2, pp. 385-421
Persistent link: https://www.econbiz.de/10002033621
Cover Image
Testing multi-beta asset pricing models
Velu, Raja P.; Zhou, Guofu - In: Journal of empirical finance 6 (1999) 3, pp. 219-241
Persistent link: https://www.econbiz.de/10001426357
Cover Image
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
Cover Image
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
Cover Image
Robust portfolios : contributions from operations research and finance
Fabozzi, Frank J.; Huang, Dashan; Zhou, Guofu - 2010
Persistent link: https://www.econbiz.de/10003964880
Cover Image
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
Cover Image
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