Guofu Zhou
Names
Identifer
Contact
Affiliations
-
Washington University in St. Louis
/ Olin School of Business
Research profile
author of:
- Bayesian Portfolio Analysis (RePEc:anr:refeco:v:2:y:2010:p:25-47)
by Doron Avramov & Guofu Zhou - Cross-Sectional Asset Pricing Tests (RePEc:anr:refeco:v:2:y:2010:p:49-74)
by Ravi Jagannathan & Ernst Schaumburg & Guofu Zhou - Asset-Pricing Tests under Alternative Distributions (RePEc:bla:jfinan:v:48:y:1993:i:5:p:1927-42)
by Zhou, Guofu - International Stock Return Predictability: What Is the Role of the United States? (RePEc:bla:jfinan:v:68:y:2013:i:4:p:1633-1662)
by David E. Rapach & Jack K. Strauss & Guofu Zhou - Anomalies and the Expected Market Return (RePEc:bla:jfinan:v:77:y:2022:i:1:p:639-681)
by Xi Dong & Yan Li & David E. Rapach & Guofu Zhou - On the Rate of Convergence of Discrete‐Time Contingent Claims (RePEc:bla:mathfi:v:10:y:2000:i:1:p:53-75)
by Steve Heston & Guofu Zhou - Investment Horizon and the Cross Section of Expected Returns: Evidence from the Tokyo Stock Exchange (RePEc:cuf:journl:y:2000:v:1:i:1:p:79-100)
by Pin-Huang Chou & Yuan-Lin Hsu & Guofu Zhou - What Determines Expected International Asset Returns? (RePEc:cuf:journl:y:2002:v:3:i:2:p:249-298)
by Campbell R. Harvey & Bruno Solnik & Guofu Zhou - Using Bootstrap to Test Portfolio Efficiency (RePEc:cuf:journl:y:2006:v:7:i:2:p:217-249)
by Pin-Huang Chou & Guofu Zhou - Tests of Mean-Variance Spanning (RePEc:cuf:journl:y:2012:v:13:i:1:kanzhou)
by Raymond Kan & Guofu Zhou - A Critique of the Stochastic Discount Factor Methodology (RePEc:cuf:wpaper:12)
by Raymond Kan & Guofu Zhou - Estimating and testing beta pricing models: Alternative methods and their performance in simulations (RePEc:cuf:wpaper:275)
by Jay Shanken & Guofu Zhou - Measuring the Pricing Error of the Arbitrage Pricing Theory (RePEc:cuf:wpaper:276)
by John Geweke & Guofu Zhou - International asset pricing with alternative distributional specifications (RePEc:cuf:wpaper:277)
by Campbell R. Harvey & Guofu Zhou - What Determines Expected International Asset Returns? (RePEc:cuf:wpaper:503)
by Campbell R. Harvey & Bruno Solnik & Guofu Zhou - Tests of Mean-Variance Spanning (RePEc:cuf:wpaper:539)
by Raymond Kan & Guofu Zhou - Optimal Portfolio Choice with Parameter Uncertainty (RePEc:cup:jfinqa:v:42:y:2007:i:03:p:621-656_00)
by Kan, Raymond & Zhou, Guofu - Incorporating Economic Objectives into Bayesian Priors: Portfolio Choice under Parameter Uncertainty (RePEc:cup:jfinqa:v:45:y:2010:i:04:p:959-986_00)
by Tu, Jun & Zhou, Guofu - Volatility Trading: What Is the Role of the Long-Run Volatility Component? (RePEc:cup:jfinqa:v:47:y:2012:i:02:p:273-307_00)
by Zhou, Guofu & Zhu, Yingzi - A New Anomaly: The Cross-Sectional Profitability of Technical Analysis (RePEc:cup:jfinqa:v:48:y:2013:i:05:p:1433-1461_00)
by Han, Yufeng & Yang, Ke & Zhou, Guofu - Forecasting Stock Returns (RePEc:eee:ecofch:2-328)
by Rapach, David & Zhou, Guofu - How much stock return predictability can we expect from an asset pricing model? (RePEc:eee:ecolet:v:108:y:2010:i:2:p:184-186)
by Zhou, Guofu - International asset pricing with alternative distributional specifications (RePEc:eee:empfin:v:1:y:1993:i:1:p:107-131)
by Harvey, Campbell R. & Zhou, Guofu - Small sample rank tests with applications to asset pricing (RePEc:eee:empfin:v:2:y:1995:i:1:p:71-93)
by Zhou, Guofu - Testing multi-beta asset pricing models (RePEc:eee:empfin:v:6:y:1999:i:3:p:219-241)
by Velu, Raja & Zhou, Guofu - Fama–MacBeth two-pass regressions: Improving risk premia estimates (RePEc:eee:finlet:v:15:y:2015:i:c:p:31-40)
by Bai, Jushan & Zhou, Guofu - Security factors as linear combinations of economic variables (RePEc:eee:finmar:v:2:y:1999:i:4:p:403-432)
by Zhou, Guofu - Portfolio optimization under asset pricing anomalies (RePEc:eee:japwor:v:18:y:2006:i:2:p:121-142)
by Chou, Pin-Huang & Li, Wen-Shen & Zhou, Guofu - Short interest and aggregate stock returns (RePEc:eee:jfinec:v:121:y:2016:i:1:p:46-65)
by Rapach, David E. & Ringgenberg, Matthew C. & Zhou, Guofu - Manager sentiment and stock returns (RePEc:eee:jfinec:v:132:y:2019:i:1:p:126-149)
by Jiang, Fuwei & Lee, Joshua & Martin, Xiumin & Zhou, Guofu - Time series momentum: Is it there? (RePEc:eee:jfinec:v:135:y:2020:i:3:p:774-794)
by Huang, Dashan & Li, Jiangyuan & Wang, Liyao & Zhou, Guofu - Expected return, volume, and mispricing (RePEc:eee:jfinec:v:143:y:2022:i:3:p:1295-1315)
by Han, Yufeng & Huang, Dashan & Huang, Dayong & Zhou, Guofu - Recovering the FOMC risk premium (RePEc:eee:jfinec:v:145:y:2022:i:1:p:45-68)
by Liu, Hong & Tang, Xiaoxiao & Zhou, Guofu - Bayesian inference in asset pricing tests (RePEc:eee:jfinec:v:26:y:1990:i:2:p:221-254)
by Harvey, Campbell R. & Zhou, Guofu - Small sample tests of portfolio efficiency (RePEc:eee:jfinec:v:30:y:1991:i:1:p:165-191)
by Zhou, Guofu - Data-generating process uncertainty: What difference does it make in portfolio decisions? (RePEc:eee:jfinec:v:72:y:2004:i:2:p:385-421)
by Tu, Jun & Zhou, Guofu - Estimating and testing beta pricing models: Alternative methods and their performance in simulations (RePEc:eee:jfinec:v:84:y:2007:i:1:p:40-86)
by Shanken, Jay & Zhou, Guofu - Technical analysis: An asset allocation perspective on the use of moving averages (RePEc:eee:jfinec:v:92:y:2009:i:3:p:519-544)
by Zhu, Yingzi & Zhou, Guofu - Limited participation and consumption-saving puzzles: A simple explanation and the role of insurance (RePEc:eee:jfinec:v:96:y:2010:i:2:p:331-344)
by Gormley, Todd & Liu, Hong & Zhou, Guofu - Markowitz meets Talmud: A combination of sophisticated and naive diversification strategies (RePEc:eee:jfinec:v:99:y:2011:i:1:p:204-215)
by Tu, Jun & Zhou, Guofu - Out-of-sample equity premium prediction: economic fundamentals vs. moving-average rules (RePEc:fip:fedlwp:2010-008)
by Christopher J. Neely & David E. Rapach & Jun Tu & Guofu Zhou - Measuring the pricing error of the arbitrage pricing theory (RePEc:fip:fedmsr:189)
by John F. Geweke & Guofu Zhou - What determines expected international asset returns ? (RePEc:hal:wpaper:hal-00607608)
by Bruno Solnik & Campbell R. Harvey & Guofu Zhou - What determines expected international asset returns ? (RePEc:hal:wpaper:hal-00607609)
by Bruno Solnik & Campbell R. Harvey & Guofu Zhou - Estimating and Testing Beta Pricing Models: Alternative Methods and their Performance in Simulations (RePEc:nbr:nberwo:12055)
by Jay Shanken & Guofu Zhou - What Determines Expected International Asset Returns? (RePEc:nbr:nberwo:4660)
by Campbell R. Harvey & Bruno Solnik & Guofu Zhou - Asymmetries in Stock Returns: Statistical Tests and Economic Evaluation (RePEc:oup:rfinst:v:20:y:2006:i:5:p:1547-1581)
by Yongmiao Hong & Jun Tu & Guofu Zhou - Out-of-Sample Equity Premium Prediction: Combination Forecasts and Links to the Real Economy (RePEc:oup:rfinst:v:23:y:2010:i:2:p:821-862)
by David E. Rapach & Jack K. Strauss & Guofu Zhou - Investor Sentiment Aligned: A Powerful Predictor of Stock Returns (RePEc:oup:rfinst:v:28:y:2015:i:3:p:791-837.)
by Dashan Huang & Fuwei Jiang & Jun Tu & Guofu Zhou - Analytical GMM Tests: Asset Pricing with Time-Varying Risk Premiums (RePEc:oup:rfinst:v:7:y:1994:i:4:p:687-709)
by Zhou, Guofu - Measuring the Pricing Error of the Arbitrage Pricing Theory (RePEc:oup:rfinst:v:9:y:1996:i:2:p:557-87)
by Geweke, John & Zhou, Guofu - Temporary Components of Stock Returns: What Do the Data Tell Us? (RePEc:oup:rfinst:v:9:y:1996:i:4:p:1033-59)
by Lamoureux, Christopher G & Zhou, Guofu - Forecasting the Equity Risk Premium: The Role of Technical Indicators (RePEc:skb:wpaper:cofie-02-2011)
by Christopher J. Neely & David E. Rapach & Jun Tu & Guofu Zhou - Robust portfolios: contributions from operations research and finance (RePEc:spr:annopr:v:176:y:2010:i:1:p:191-220:10.1007/s10479-009-0515-6)
by Frank Fabozzi & Dashan Huang & Guofu Zhou - Temperature-dependent transport and spin accumulation in a quantum wire with Rashba spin-orbit interaction (RePEc:spr:eurphb:v:65:y:2008:i:1:p:85-90)
by G. Liu & G. Zhou - A New Variance Bound on the Stochastic Discount Factor (RePEc:ucp:jnlbus:v:79:y:2006:i:2:p:941-962)
by Raymond Kan & Guofu Zhou