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Jun Tu

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This is information that was supplied by Jun Tu in registering through RePEc. If you are Jun Tu , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Jun
Middle Name:
Last Name: Tu
Suffix:

RePEc Short-ID: ptu130

Email:
Homepage:
Postal Address:
Phone:

Affiliation

Lee Kong Chian School of Business
Singapore Management University
Location: Singapore, Singapore
Homepage: http://www.business.smu.edu.sg/
Email:
Phone: (65) 6828 0877
Fax: (65) 6828 0888
Postal: 50 Stamford Road, Singapore 178903
Handle: RePEc:edi:sbsmusg (more details at EDIRC)

Works

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Working papers

  1. Christopher J. Neely & David E. Rapach & Jun Tu & Guofu Zhou, 2010. "Out-of-sample equity premium prediction: economic fundamentals vs. moving-average rules," Working Papers 2010-008, Federal Reserve Bank of St. Louis.

Articles

  1. Tu, Jun & Zhou, Guofu, 2011. "Markowitz meets Talmud: A combination of sophisticated and naive diversification strategies," Journal of Financial Economics, Elsevier, vol. 99(1), pages 204-215, January.
  2. Jun Tu, 2010. "Is Regime Switching in Stock Returns Important in Portfolio Decisions?," Management Science, INFORMS, vol. 56(7), pages 1198-1215, July.
  3. Tu, Jun & Zhou, Guofu, 2010. "Incorporating Economic Objectives into Bayesian Priors: Portfolio Choice under Parameter Uncertainty," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 45(04), pages 959-986, August.
  4. Yongmiao Hong & Jun Tu & Guofu Zhou, 2006. "Asymmetries in Stock Returns: Statistical Tests and Economic Evaluation," Review of Financial Studies, Society for Financial Studies, vol. 20(5), pages 1547-1581, 2007 23.
  5. Tu, Jun & Zhou, Guofu, 2004. "Data-generating process uncertainty: What difference does it make in portfolio decisions?," Journal of Financial Economics, Elsevier, vol. 72(2), pages 385-421, May.

NEP Fields

1 paper by this author was announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CBA: Central Banking (1) 2010-04-11. Author is listed
  2. NEP-FOR: Forecasting (1) 2010-04-11. Author is listed
  3. NEP-UPT: Utility Models & Prospect Theory (1) 2010-04-11. Author is listed

Statistics

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Co-authorship network on CollEc

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