Dr Min Zhu
This person does not currently hold a position at QUT.
Emprical methods, Fund management, Investments
- Zhu M, (2013) Return distribution predictability and its implications for portfolio selection, International Review of Economics and Finance, 27, pp. 209-223.
- Wang Y, Shao Q, Zhu M, (2009) Quantile regression without the curse of unsmoothness, Computational Statistics and Data Analysis, 53 (10), pp. 3696-3705.
- Zhu M, Philpotts D, Sparks R, Stevenson M, (2011) A hybrid approach to combining CART and logistic regression for stock ranking, Journal of Portfolio Management, 38 (1), pp. 100-109.
- Zhu M, (2013) Jackknife for bias reduction in predictive regressions, Journal of Financial Econometrics, 11 (1), pp. 193-220.
- Zhu M, Philpotts D, Stevenson M, (2012) The benefits of tree-based models for stock selection, Journal of Asset Management, 13 (6), pp. 437-448.