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~person:"Zhou, Guofu"
~subject:"CAPM"
~subject:"Capital income"
~subject:"Forecast"
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CAPM
Capital income
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65
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65
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25
Portfolio selection
23
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23
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12
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12
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11
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39
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Zhou, Guofu
Campbell, John Y.
69
Diebold, Francis X.
64
Stambaugh, Robert F.
58
Timmermann, Allan
55
Bollerslev, Tim
54
Ferson, Wayne E.
52
Cochrane, John H.
50
Fabozzi, Frank J.
49
Bekaert, Geert
47
Harvey, Campbell R.
47
Jagannathan, Ravi
45
Zhang, Lu
41
He, Xue-zhong
39
Jarrow, Robert A.
39
Madan, Dilip B.
39
Lo, Andrew W.
38
Guidolin, Massimo
35
Hansen, Lars Peter
35
Lettau, Martin
35
Pesaran, M. Hashem
35
Bansal, Ravi
33
Zin, Stanley E.
33
Pedersen, Lasse Heje
32
Dumas, Bernard
31
Hens, Thorsten
31
Caporale, Guglielmo Maria
30
Chiarella, Carl
30
Pierdzioch, Christian
30
Kogan, Leonid
29
Li, Kai
29
Satchell, Stephen
29
Vayanos, Dimitri
29
Aït-Sahalia, Yacine
28
Longstaff, Francis A.
28
Ludvigson, Sydney C.
28
Subrahmanyam, Avanidhar
28
Yaron, Amir
28
Duffie, Darrell
27
Engle, Robert F.
27
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Chambre de commerce et d'industrie de Paris
1
National Bureau of Economic Research
1
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Journal of empirical finance
3
Management science : journal of the Institute for Operations Research and the Management Sciences
3
The review of financial studies
3
Journal of financial economics
2
The journal of finance : the journal of the American Finance Association
2
Annals of economics and finance
1
Annual review of financial economics
1
Discussion paper series / School of Economics and Finance, the University of Hong Kong
1
Finance research letters
1
Japan and the world economy : international journal of theory and policy
1
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1
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1
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1
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1
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ECONIS (ZBW)
39
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1
What determines expected international asset returns?
Harvey, Campbell R.
-
1994
Persistent link: https://www.econbiz.de/10000883653
Saved in:
2
What determines expected international asset retuns [returns]?
Solnik, Bruno
;
Harvey, Campbell R.
;
Zhou, Guofu
-
1994
Persistent link: https://www.econbiz.de/10000897108
Saved in:
3
Hansen-Jagannathan distance : geometry and exact distribution
Kan, Raymond
;
Zhou, Guofu
-
2004
Persistent link: https://www.econbiz.de/10001997574
Saved in:
4
A new variance bound on the stochastic discount factor
Kan, Raymond
;
Zhou, Guofu
- In:
The journal of business : B
79
(
2006
)
2
,
pp. 941-961
Persistent link: https://www.econbiz.de/10003310426
Saved in:
5
Cross-sectional asset pricing tests
Jagannathan, Ravi
;
Schaumburg, Ernst
;
Zhou, Guofu
- In:
Annual review of financial economics
2
(
2010
),
pp. 49-74
Persistent link: https://www.econbiz.de/10008797839
Saved in:
6
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. 1547-1581
Persistent link: https://www.econbiz.de/10003621186
Saved in:
7
Portfolio optimization under asset pricing anomalies
Chou, Pin-huang
;
Li, Wen-Shen
;
Zhou, Guofu
- In:
Japan and the world economy : international journal of …
18
(
2006
)
2
,
pp. 121-142
Persistent link: https://www.econbiz.de/10003303126
Saved in:
8
Fama-MacBeth two-pass regressions : improving risk premia estimates
Bai, Jushan
;
Zhou, Guofu
- In:
Finance research letters
15
(
2015
),
pp. 31-40
Persistent link: https://www.econbiz.de/10011552938
Saved in:
9
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:
10
Macroeconomic volatilities and long-run risks of asset prices
Zhou, Guofu
;
Zhu, Yingzi
- In:
Management science : journal of the Institute for …
61
(
2015
)
2
,
pp. 413-430
Persistent link: https://www.econbiz.de/10010490848
Saved in:
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