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On cross-section stock returns : maximum likelihood approach
Zhou, Guofu - 1997 - Current version: July 1998
Persistent link: https://www.econbiz.de/10004362189
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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
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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
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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
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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
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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. 184-186
Persistent link: https://www.econbiz.de/10008699206
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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
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Measuring investor sentiment
Zhou, Guofu - In: Annual review of financial economics 10 (2018), pp. 239-259
Persistent link: https://www.econbiz.de/10011959822
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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
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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