Jun Tu
Names
Identifer
Contact
Affiliations
-
Singapore Management University
/ Lee Kong Chian School of Business
Research profile
author of:
- 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 - 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 - 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 - Can US economic variables predict the Chinese stock market? (repec:eee:pacfin:v:22:y:2013:i:c:p:69-87)
by Goh, Jeremy C. & Jiang, Fuwei & Tu, Jun & Wang, Yuchen - 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 - Is Regime Switching in Stock Returns Important in Portfolio Decisions? (repec:inm:ormnsc:v:56:y:2010:i:7:p:1198-1215)
by Jun Tu - 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 - 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