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Details about Jun Tu

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Workplace:Lee Kong Chian School of Business, Singapore Management University, (more information at EDIRC)

Access statistics for papers by Jun Tu.

Last updated 2015-02-11. Update your information in the RePEc Author Service.

Short-id: ptu130


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Working Papers

2011

  1. Forecasting the Equity Risk Premium: The Role of Technical Indicators
    Working Papers, Singapore Management University, Sim Kee Boon Institute for Financial Economics Downloads View citations (15)
    Also in Working Papers, Federal Reserve Bank of St. Louis (2010) Downloads View citations (21)

Journal Articles

2013

  1. Can US economic variables predict the Chinese stock market?
    Pacific-Basin Finance Journal, 2013, 22, (C), 69-87 Downloads View citations (34)

2011

  1. Markowitz meets Talmud: A combination of sophisticated and naive diversification strategies
    Journal of Financial Economics, 2011, 99, (1), 204-215 Downloads View citations (164)

2010

  1. Incorporating Economic Objectives into Bayesian Priors: Portfolio Choice under Parameter Uncertainty
    Journal of Financial and Quantitative Analysis, 2010, 45, (4), 959-986 Downloads View citations (31)
  2. Is Regime Switching in Stock Returns Important in Portfolio Decisions?
    Management Science, 2010, 56, (7), 1198-1215 Downloads View citations (53)

2006

  1. Asymmetries in Stock Returns: Statistical Tests and Economic Evaluation
    The Review of Financial Studies, 2006, 20, (5), 1547-1581 Downloads View citations (30)

2004

  1. Data-generating process uncertainty: What difference does it make in portfolio decisions?
    Journal of Financial Economics, 2004, 72, (2), 385-421 Downloads View citations (43)
 
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