Guofu Zhou

发表的论文25 篇，按出版时间

1. 1
   ESG and the Stock Market: Is ESG Exposure Systematic?Management Science20260
2. 2
   Systematic Momentum: A New Class of Price PatternsManagement Science20252
3. 3
   Anomalies as New Hedge Fund FactorsJournal of Financial and Quantitative Analysis20253
4. 4
   Do Option Characteristics Predict the Underlying Stock Returns in the Cross-Section?Management Science20253
5. 5
   Why Naive $ 1/N $ Diversification Is Not So Naive, and How to Beat It?Journal of Financial and Quantitative Analysis202336
6. 6
   Winners from Winners: A Tale of Risk FactorsManagement Science202332
7. 7
   Shrinking Factor Dimension: A Reduced-Rank ApproachManagement Science202230
8. 8
   Betting Against the Crowd: Option Trading and Market Risk PremiumJournal of Financial and Quantitative Analysis20224
9. 9
   Optimal Portfolio Choice with Estimation Risk: No Risk-Free Asset CaseManagement Science2021115
10. 10
    Expected return, volume, and mispricingJournal of Financial Economics2021107