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• Raymond Kan & Guofu Zhou, 2012. "Tests of Mean-Variance Spanning," Annals of Economics and Finance, Society for AEF, vol. 13(1), pages 145-193, May.
• Tu, Jun & Zhou, Guofu, 2011. "Markowitz meets Talmud: A combination of sophisticated and naive diversification strategies," Journal of Financial Economics, Elsevier, vol. 99(1), pages 204-215, January.
• Gormley, Todd & Liu, Hong & Zhou, Guofu, 2010. "Limited participation and consumption-saving puzzles: A simple explanation and the role of insurance," Journal of Financial Economics, Elsevier, vol. 96(2), pages 331-344, May.
• Doron Avramov & Guofu Zhou, 2010. "Bayesian Portfolio Analysis," Annual Review of Financial Economics, Annual Reviews, vol. 2(1), pages 25-47, December.
• David E. Rapach & Jack K. Strauss & Guofu Zhou, 2010. "Out-of-Sample Equity Premium Prediction: Combination Forecasts and Links to the Real Economy," Review of Financial Studies, Oxford University Press for Society for Financial Studies, vol. 23(2), pages 821-862, February.
• Ravi Jagannathan & Ernst Schaumburg & Guofu Zhou, 2010. "Cross-Sectional Asset Pricing Tests," Annual Review of Financial Economics, Annual Reviews, vol. 2(1), pages 49-74, December.
• Tu, Jun & Zhou, Guofu, 2010. "Incorporating Economic Objectives into Bayesian Priors: Portfolio Choice under Parameter Uncertainty," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 45(04), pages 959-986, August.
• Zhou, Guofu, 2010. "How much stock return predictability can we expect from an asset pricing model?," Economics Letters, Elsevier, vol. 108(2), pages 184-186, August.
• Zhu, Yingzi & Zhou, Guofu, 2009. "Technical analysis: An asset allocation perspective on the use of moving averages," Journal of Financial Economics, Elsevier, vol. 92(3), pages 519-544, June.
• G. Liu & G. Zhou, 2008. "Temperature-dependent transport and spin accumulation in a quantum wire with Rashba spin-orbit interaction," The European Physical Journal B - Condensed Matter and Complex Systems, Springer, vol. 65(1), pages 85-90, September.
• Kan, Raymond & Zhou, Guofu, 2007. "Optimal Portfolio Choice with Parameter Uncertainty," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 42(03), pages 621-656, September.
• Shanken, Jay & Zhou, Guofu, 2007. "Estimating and testing beta pricing models: Alternative methods and their performance in simulations," Journal of Financial Economics, Elsevier, vol. 84(1), pages 40-86, April.
  • Jay Shanken & Guofu Zhou, 2006. "Estimating and Testing Beta Pricing Models: Alternative Methods and their Performance in Simulations," NBER Working Papers 12055, National Bureau of Economic Research, Inc.
    
  
  
• Raymond Kan & Guofu Zhou, 2006. "A New Variance Bound on the Stochastic Discount Factor," The Journal of Business, University of Chicago Press, vol. 79(2), pages 941-962, March.
• Chou, Pin-Huang & Li, Wen-Shen & Zhou, Guofu, 2006. "Portfolio optimization under asset pricing anomalies," Japan and the World Economy, Elsevier, vol. 18(2), pages 121-142, March.
• Yongmiao Hong & Jun Tu & Guofu Zhou, 2006. "Asymmetries in Stock Returns: Statistical Tests and Economic Evaluation," Review of Financial Studies, Oxford University Press for Society for Financial Studies, vol. 20(5), pages 1547-1581, <.
• Pin-Huang Chou & Guofu Zhou, 2006. "Using Bootstrap to Test Portfolio Efficiency," Annals of Economics and Finance, Society for AEF, vol. 7(2), pages 217-249, November.
• Tu, Jun & Zhou, Guofu, 2004. "Data-generating process uncertainty: What difference does it make in portfolio decisions?," Journal of Financial Economics, Elsevier, vol. 72(2), pages 385-421, May.
• Campbell R. Harvey & Bruno Solnik & Guofu Zhou, 2002. "What Determines Expected International Asset Returns?," Annals of Economics and Finance, Society for AEF, vol. 3(2), pages 249-298, November.
  • Campbell R. Harvey & Bruno Solnik & Guofu Zhou, 1994. "What Determines Expected International Asset Returns?," NBER Working Papers 4660, National Bureau of Economic Research, Inc.
  • Campbell R. Harvey & Bruno Solnik & Guofu Zhou, 2002. "What Determines Expected International Asset Returns?," CEMA Working Papers 503, China Economics and Management Academy, Central University of Finance and Economics.
    
  
  
• Steve Heston & Guofu Zhou, 2000. "On the Rate of Convergence of Discrete-Time Contingent Claims," Mathematical Finance, Wiley Blackwell, vol. 10(1), pages 53-75.
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关键词：周国富 Quantitative Optimization accumulation combination 论文 2010 Journal simple naive

• Pin-Huang Chou & Yuan-Lin Hsu & Guofu Zhou, 2000. "Investment Horizon and the Cross Section of Expected Returns: Evidence from the Tokyo Stock Exchange," Annals of Economics and Finance, Society for AEF, vol. 1(1), pages 79-100, May.
  • Pin-Huang Chou & Yuan-Lin Hsu & Guofu Zhou, 1999. "Investment Horizon and the Cross Section of Expected Returns: Evidence from the Tokyo Stock Exchange," CEMA Working Papers 5, China Economics and Management Academy, Central University of Finance and Economics, revised Apr 2000.
    
  
  
• Zhou, Guofu, 1999. "Security factors as linear combinations of economic variables," Journal of Financial Markets, Elsevier, vol. 2(4), pages 403-432, November.
• Raymond Kan & Guofu Zhou, 1999. "A Critique of the Stochastic Discount Factor Methodology," Journal of Finance, American Finance Association, vol. 54(4), pages 1221-1248, 08.
• Velu, Raja & Zhou, Guofu, 1999. "Testing multi-beta asset pricing models," Journal of Empirical Finance, Elsevier, vol. 6(3), pages 219-241, September.
• Lamoureux, Christopher G & Zhou, Guofu, 1996. "Temporary Components of Stock Returns: What Do the Data Tell Us?," Review of Financial Studies, Oxford University Press for Society for Financial Studies, vol. 9(4), pages 1033-59.
• Geweke, John & Zhou, Guofu, 1996. "Measuring the Pricing Error of the Arbitrage Pricing Theory," Review of Financial Studies, Oxford University Press for Society for Financial Studies, vol. 9(2), pages 557-87.
  • John Geweke & Guofu Zhou, 1995. "Measuring the pricing error of the arbitrage pricing theory," Staff Report 189, Federal Reserve Bank of Minneapolis.
    
  
  
• Zhou, Guofu, 1995. "Small sample rank tests with applications to asset pricing," Journal of Empirical Finance, Elsevier, vol. 2(1), pages 71-93, March.
• Strauss, Jack & Zhou, Guofu, 1995. "Time-to-Build Effects and the Term Structure," Journal of Financial Research, Southern Finance Association and Southwestern Finance Association, vol. 18(1), pages 115-27, Spring.
• Zhou, Guofu, 1994. "Analytical GMM Tests: Asset Pricing with Time-Varying Risk Premiums," Review of Financial Studies, Oxford University Press for Society for Financial Studies, vol. 7(4), pages 687-709.
• Zhou, Guofu, 1993. "Asset-Pricing Tests under Alternative Distributions," Journal of Finance, American Finance Association, vol. 48(5), pages 1927-42, December.
• Harvey, Campbell R. & Zhou, Guofu, 1993. "International asset pricing with alternative distributional specifications," Journal of Empirical Finance, Elsevier, vol. 1(1), pages 107-131, June.
• Zhou, Guofu, 1991. "Small sample tests of portfolio efficiency," Journal of Financial Economics, Elsevier, vol. 30(1), pages 165-191, November.
• Harvey, Campbell R. & Zhou, Guofu, 1990. "Bayesian inference in asset pricing tests," Journal of Financial Economics, Elsevier, vol. 26(2), pages 221-254, August.
  

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何方神圣啊

zengxianfeng 发表于 2012-2-9 22:36
这个大牛是何方神圣啊？

Washington U in St Louis

aceholding 发表于 2012-2-9 22:37
何方神圣啊

Washington U in St Louis

after-drunk 发表于 2012-2-9 22:42
Washington U in St Louis

Washington good

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