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1
A critique of the stochastic discount factor methodology
Kan, Raymond
;
Zhou, Guofu
- In:
The journal of finance : the journal of the American …
54
(
1999
)
4
,
pp. 1221-1248
Persistent link: https://www.econbiz.de/10001395748
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2
Hansen-Jagannathan distance : geometry and exact distribution
Kan, Raymond
;
Zhou, Guofu
-
2004
Persistent link: https://www.econbiz.de/10001997574
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3
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
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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
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5
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
Saved in:
6
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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7
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
Saved in:
8
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
Saved in:
9
Measuring investor sentiment
Zhou, Guofu
- In:
Annual review of financial economics
10
(
2018
),
pp. 239-259
Persistent link: https://www.econbiz.de/10011959822
Saved in:
10
GMM tests of stochastic doscount factor models with useless factors
Kan, Raymond
;
Zhang, Chu
- In:
Journal of financial economics
54
(
1999
)
1
,
pp. 103-127
Persistent link: https://www.econbiz.de/10001407070
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