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Journal of financial and quantitative analysis : JFQA
CEMA Working Papers
228
Journal of financial economics
22
The review of financial studies
15
Working Paper
15
Working papers / Federal Reserve Bank of Atlanta
14
Management science : journal of the Institute for Operations Research and the Management Sciences
12
The journal of finance : the journal of the American Finance Association
12
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12
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9
Journal of Financial Economics
8
Journal of empirical finance
8
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7
FRB Atlanta Working Paper
6
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6
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Financial analysts' journal : FAJ
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Annals of Economics and Finance
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1
Optimal Portfolio Choice with Parameter Uncertainty
Kan, Raymond
;
Zhou, Guofu
- In:
Journal of financial and quantitative analysis : JFQA
42
(
2007
)
3
,
pp. 621-656
Persistent link: https://www.econbiz.de/10007797519
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2
Optimal portfolio choice with parameter uncertainty
Kan, Raymond
;
Zhou, Guofu
- In:
Journal of financial and quantitative analysis : JFQA
42
(
2007
)
3
,
pp. 621-656
Persistent link: https://www.econbiz.de/10003527792
Saved in:
3
Model comparison with sharpe ratios
Barillas, Francisco
;
Kan, Raymond
;
Robotti, Cesare
; …
- In:
Journal of financial and quantitative analysis : JFQA
55
(
2020
)
6
,
pp. 1840-1874
Persistent link: https://www.econbiz.de/10012307548
Saved in:
4
Volatility Trading: What Is the Role of the Long-Run Volatility Component?
Zhou, Guofu
;
Zhu, Yingzi
- In:
Journal of financial and quantitative analysis : JFQA
47
(
2012
)
2
,
pp. 273-309
Persistent link: https://www.econbiz.de/10009993990
Saved in:
5
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
Saved in:
6
Volatility trading : what is the role of the long-run volatility component?
Zhou, Guofu
;
Zhu, Yingzi
- In:
Journal of financial and quantitative analysis : JFQA
47
(
2012
)
2
,
pp. 273-307
Persistent link: https://www.econbiz.de/10009672587
Saved in:
7
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
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8
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:
9
Asymmetry in stock comovements : an entropy approach
Jiang, Lei
;
Wu, Ke
;
Zhou, Guofu
- In:
Journal of financial and quantitative analysis : JFQA
53
(
2018
)
4
,
pp. 1479-1507
Persistent link: https://www.econbiz.de/10011930502
Saved in:
10
Upper bounds on return predictability
Huang, Dashan
;
Zhou, Guofu
- In:
Journal of financial and quantitative analysis : JFQA
52
(
2017
)
2
,
pp. 401-425
Persistent link: https://www.econbiz.de/10011742049
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