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Records Found: 11
For: First name=Guofu   Last name=Zhou  

2013-12-001:  Journal: "International Stock Return Predictability: What is the role of the United States?"
  Author(s): Zhou, Guofu
  Date: 2013
  Topic Area(s): Finance
  Publication: Journal of Finance
 
2008-12-010:  Journal: Technical Analysis: An Asset Allocation Perspective on the Use of Moving Averages
  Author(s): Zhou, Guofu | Zhu, Yingzi
  Date: 2009
  Topic Area(s): Finance
  Publication: Journal of Financial Economics
 
2008-12-009:  Other: Asymmetries in Stock Returns: Statistical Tests and Economic Evaluation
  Author(s): Hong, Yongmiao | Tu, Jun | Zhou, Guofu
  Date: December 2, 2007
  Topic Area(s): Finance
  Publication: Review of Financial Studies
 
2008-12-008:  Journal: Optimal Portfolio Choice with Parameter Uncertainty
  Author(s): Kan, R. | Zhou, Guofu
  Date: December 1, 2007
  Topic Area(s): Finance
  Publication: Journal of Financial and Quantitative Analysis
 
2001-11-011:  Working Paper: Tests of Mean-Variance Spanning
Download PDF
  Author(s): Zhou, Guofu
  Date: April 1, 2001
  Topic Area(s): Economics , Finance
  Abstract: The paper presents a thorough study on the spanning: points out years old errors.....-more-
 
2004-03-133:  Journal: A Critique of the Stochastic Discount Factor Methodology
  Author(s): Kan, R. | Zhou, Guofu
  Date: 
  Topic Area(s): Finance
  Publication: Journal of Finance
 
2004-03-135:  Other: Measuring the Pricing Error of the Arbitrage Pricing Theory
  Author(s): Geweke, J. | Zhou, Guofu
  Date:  1996
  Topic Area(s): Finance
  Publication: Review of Financial Studies
 
2004-03-134:  Other: Temporary Components of Stock Returns: What Do the Data Tell Us?
  Author(s): Lamoureux, C. | Zhou, Guofu
  Date: 03/18/2004
  Topic Area(s): Finance
  Publication: Review of Financial Studies
 
2004-03-136:  Other: Analytical GMM Tests: Asset Pricing with Time-Varying Risk Premiums
  Author(s): Zhou, Guofu
  Date: 03/08/2004
  Topic Area(s): Finance
  Publication: Review of Financial Studies
 
2004-03-137:  Journal: Small Sample Tests of Portfolio Efficiency
  Author(s): Zhou, Guofu
  Date: 03/08/2004
  Topic Area(s): Finance
  Publication: Journal of Financial Economics
 
2004-03-138:  Journal: Bayesian Inference in Asset Pricing Tests
  Author(s): Harvey, C. | Zhou, Guofu
  Date: 1990
  Topic Area(s): Finance
  Publication: Journal of Financial Economics
 



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