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涂俊的几篇文章也发在好杂志(jfe,rfs)上

(2008-08-07 02:55:00)
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Email: tujun@smu.edu.sg
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Lee Kong Chian School of Business
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涂俊的几篇文章也发在好杂志(JFE,RFS)上

Incorporating the Economic Objective into Priors: Portfolio Choice Under Parameter Uncertainty, (with Guofu Zhou), 2006.

Are Bull and Bear Markets Economically Important? 2006.

Yongmiao Hong, Jun Tu and Guofu Zhou, "Asymmetries in Stock Returns: Statistical Tests and Economic Evaluation'', Review of Financial Studies, 2006.

Jun Tu and Guofu Zhou,“Data-Generating Process Uncertainty: What Difference Does It Make in Portfolio Decisions?'', Journal of Financial Economics, 2004.

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