Guofu Zhou

11편

• ESG and the Stock Market: Is ESG Exposure Systematic?
  ms · 2026 · 인용 0 · Corporate Social Responsibility Reporting
• Do Option Characteristics Predict the Underlying Stock Returns in the Cross-Section?
  ms · 2025 · 인용 2 · Financial Markets and Investment Strategies
• Systematic Momentum: A New Class of Price Patterns
  ms · 2025 · 인용 0 · Financial Markets and Investment Strategies
• Winners from Winners: A Tale of Risk Factors
  ms · 2023 · 인용 30 · Financial Markets and Investment Strategies
• Shrinking Factor Dimension: A Reduced-Rank Approach
  ms · 2022 · 인용 28 · Financial Markets and Investment Strategies
• Scaled PCA: A New Approach to Dimension Reduction
  ms · 2021 · 인용 238 · Complex Systems and Time Series Analysis
• Optimal Portfolio Choice with Estimation Risk: No Risk-Free Asset Case
  ms · 2021 · 인용 103 · Financial Markets and Investment Strategies
• Unspanned Global Macro Risks in Bond Returns
  ms · 2021 · 인용 22 · Financial Markets and Investment Strategies
• Forecasting Corporate Bond Returns with a Large Set of Predictors: An Iterated Combination Approach
  ms · 2017 · 인용 145 · Financial Markets and Investment Strategies
• Forecasting the Equity Risk Premium: The Role of Technical Indicators
  ms · 2014 · 인용 1,003 · Financial Markets and Investment Strategies
• Macroeconomic Volatilities and Long-Run Risks of Asset Prices
  ms · 2014 · 인용 47 · Stochastic processes and financial applications