Guofu Zhou
Frederick Bierman & James E. Spears Professor of Finance
Area of Expertise:
Econometrics, Asset Pricing, Finance/Investments, Financial Economics, International Finance, Option Pricing
Research Interests:
Investment strategies, big data, machine learning, forecasting, technical analysis, asset allocation, anomalies, asymmetric information, asset pricing tests and econometric methods
Selected Publications:
- "Manager Sentiment and Stock Returns", Journal of Financial Economics, Issue 1, 126-149, with F. Jiang, J. Lee, X. Martin, 2019
- "A Trend Factor: Any Economic Gains from Using Information Over Investment Horizons?", Journal of Financial Economics, Issue 2, 352-375, 2016
- "International Stock Return Predictability: What is the Role of the United States?", Journal of Finance, Issue 4, 1633-1662, with D. Rapach, J. Strauss, 2013
- "Markowitz Meets Talmud: A Combination of Sophisticated and Naive Diversification Strategies", Journal of Financial Economics, 204-215, with J. Tu, 2011
- "Out-of-Sample Equity Premium Prediction: Combination Forecasts and Links to the Real Economy", Review of Financial Studies, 821-862, with D. Rapach, J. Strauss, 2010
- "Technical Analysis: An Asset Allocation Perspective on the Use of Moving Averages", Journal of Financial Economics, 519-544, with Y. Zhu, 2009
- "Optimal Portfolio Choice with Parameter Uncertainty", Journal of Financial and Quantitative Analysis, 621-656, with R. Kan, 2007
- "Asymmetries in Stock Returns: Statistical Tests and Economic Evaluation", Review of Financial Studies, 1547-1581, 2007
- "Bayesian Inference in Asset Pricing Tests", Journal of Financial Economics, with C. Harvey, 1990
Academic/Professional Activities:
- Editorial Board, Journal of Financial & Quantitative Analysis
- Editorial Board, Journal of Portfolio Management
- Editorial Board, Annals of Economics & Finance
- Editorial Board, International Journal of Portfolio Analysis & Management
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
Personal Interests:
Professor Zhou's personal interests are reading history and philosophy, playing chess, and lifting weights.
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Guofu Zhou joined Washington University in 1990 and has been teaching and conducting research at the Olin Business School ever since. He has been consistent in good teaching and won MBA Teacher of the Year in 1997.
Guofu Zhou's Home Page
Guofu Zhou's Curriculum Vitae
Email: zhou@wustl.edu
Phone: (314) 935-6384
PhD 1990, Duke University
MA 1987, Duke University
MS 1985, Academia Sinica
BS 1982, Chengdu College of Geology
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