Scholar
Guofu Zhou
Google Scholar ID: y9mCubUAAAAJ
Washington University in St. Louis
Citations & Impact
Citations
11,625
H-index
44
i10-index
98
Publications
20
Co-authors
42
list available
Publications
Resume (English only)
Academic Achievements
- - Selected Publications:
- - "Manager Sentiment and Stock Returns", Journal of Financial Economics, 2019
- - "Short Interest and Aggregate Stock Returns", Journal of Financial Economics, 2016
- - "A Trend Factor: Any Economic Gains from Using Information Over Investment Horizons?", Journal of Financial Economics, 2016
- - "Forecasting the Equity Risk Premium: The Role of Technical Indicators", Management Science, 2014
- - "International Stock Return Predictability: What is the Role of the United States?", Journal of Finance, 2013
- - "Markowitz Meets Talmud: A Combination of Sophisticated and Naive Diversification Strategies", Journal of Financial Economics, 2011
- - "Out-of-Sample Equity Premium Prediction: Combination Forecasts and Links to Real Economy", Review of Financial Studies, 2013
- - Awards/Honors:
- - Reid Teaching Award, Washington University, 2020
- - Best Paper Award, Institute for Quantitative Investment Research UK and Europe, 2019
- - Reid Teaching Award, Washington University, 2019
- - Reid Teaching Award, Washington University, 2018
- - CFA Best Paper Award, FMA Asia/Pacific Conference, 2017
- - Reid Teaching Award, Washington University, 2014
- - Best Paper Award, The Chinese Finance Association, 2010
- - Reid Teaching Award, Washington University, 2010
- - MBA Teacher of the Year, Washington University, 1997
Research Experience
- - Joined Washington University in 1990 and has been teaching and conducting research at the Olin Business School ever since
- - Won MBA Teacher of the Year in 1997
Education
- - Ph.D. 1990, Duke University
- - M.A. 1987, Duke University
- - M.S. 1985, Academia Sinica
- - B.S. 1982, Chengdu College of Geology
Background
- - Research Interests: Econometrics, Asset Pricing, Finance/Investments, Financial Economics, International Finance, Option Pricing
- - Teaching Interests: Data Analysis for Investments, Investment/Portfolio Theory; Options and Futures, Derivatives; Real Option Valuation; Advanced Topics in Finance; Mathematical Finance; Big Data and Machine Learning
- - Research Interests: Empirical asset pricing, Applied AI and machine learning, asset allocation, portfolio optimization, anomalies, predictability, technical analysis, behavioral finance, household finance, mutual funds, hedge funds, options, Bayesian inference, and Chinese financial markets
Miscellany
- Personal interests include reading history and philosophy, playing chess, and lifting weights.
