CHUNSHENG ZHOU
Names
| first: | CHUNSHENG |
| last: | ZHOU |
Identifer
| RePEc Short-ID: | pzh551 |
Contact
Affiliations
-
Cheung Kong Graduate School of Business
- EDIRC entry
- location:
Research profile
author of:
- A State-Space Model Of Short- And Long-Horizon Stock Returns (RePEc:bla:jfnres:v:23:y:2000:i:4:p:523-544)
by Chunsheng Zhou & Chang Qing - Informational Asymmetry and Market Imperfections: Another Solution to the Equity Premium Puzzle (RePEc:cup:jfinqa:v:34:y:1999:i:04:p:445-464_00)
by Zhou, Chunsheng - Dynamic portfolio choice and asset pricing with differential information (RePEc:eee:dyncon:v:22:y:1998:i:7:p:1027-1051)
by Zhou, Chunsheng - The term structure of credit spreads with jump risk (RePEc:eee:jbfina:v:25:y:2001:i:11:p:2015-2040)
by Zhou, Chunsheng - The illusory nature of momentum profits (RePEc:eee:jfinec:v:71:y:2004:i:2:p:349-380)
by Lesmond, David A. & Schill, Michael J. & Zhou, Chunsheng - Credit derivatives in banking: Useful tools for managing risk? (RePEc:eee:moneco:v:48:y:2001:i:1:p:25-54)
by Duffee, Gregory R. & Zhou, Chunsheng - Stock Market Fluctuations and the Term Structure (RePEc:fip:fedgfe:1996-03)
by Chunsheng Zhou - Forecasting Long- and Short-Horizon Stock Returns in a Unified Framework (RePEc:fip:fedgfe:1996-04)
by Chunsheng Zhou - Credit derivatives in banking: useful tools for managing risk? (RePEc:fip:fedgfe:1997-13)
by Gregory R. Duffee & Chunsheng Zhou - A jump-diffusion approach to modeling credit risk and valuing defaultable securities (RePEc:fip:fedgfe:1997-15)
by Chunsheng Zhou - Path-dependent option valuation when the underlying path is discontinuous (RePEc:fip:fedgfe:1997-16)
by Chunsheng Zhou - Default correlation: an analytical result (RePEc:fip:fedgfe:1997-27)
by Chunsheng Zhou - Stock market fluctuations and the term structure (RePEc:fip:fedgfe:96-3)
by Chunsheng Zhou - Forecasting long- and short-horizon stock returns in a unified framework (RePEc:fip:fedgfe:96-4)
by Chunsheng Zhou - An Analysis of Default Correlations and Multiple Defaults (RePEc:oup:rfinst:v:14:y:2001:i:2:p:555-76)
by Zhou, Chunsheng - Time-to-Build and Investment (RePEc:tpr:restat:v:82:y:2000:i:2:p:273-282)
by Chunsheng Zhou - Credit Derivatives in Banking: Useful Tools for Managing Risk? (RePEc:ucb:calbrf:rpf-289)
by Gregory R. Duffee and Chunsheng Zhou.