Details about Jun Tu

Access statistics for papers by Jun Tu.

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

Short-id: ptu130

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 View citations (15)
   Also in Working Papers, Federal Reserve Bank of St. Louis (2010) 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 View citations (34)

2011

2. Markowitz meets Talmud: A combination of sophisticated and naive diversification strategies
   Journal of Financial Economics, 2011, 99, (1), 204-215 View citations (166)

2010

3. Incorporating Economic Objectives into Bayesian Priors: Portfolio Choice under Parameter Uncertainty
   Journal of Financial and Quantitative Analysis, 2010, 45, (4), 959-986 View citations (31)
4. Is Regime Switching in Stock Returns Important in Portfolio Decisions?
   Management Science, 2010, 56, (7), 1198-1215 View citations (54)

2006

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

2004

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