T. Zhou

The Peso Problem: Evidence from the S&P 500 Options Market

Chu Zhang, T. Zhou, 2015 .

Forward-Looking Tail Risk Measures

Chu Zhang, T. Zhou, Markus Huggenberger, 2018 .

Out-of-sample equity premium prediction: The role of option-implied constraints

T. Zhou, Yunqi Wang, Ti Zhou, 2022, Journal of Empirical Finance.

Term Structure of Recession Probabilities and the Cross Section of Asset Returns

T. Zhou, Ti Zhou, 2015 .

Essays on pricing and portfolio choice in incomplete markets

T. Zhou, 2008 .

INDIFFERENCE VALUATION OF MORTGAGE‐BACKED SECURITIES IN THE PRESENCE OF PREPAYMENT RISK

T. Zhou, Ti Zhou, 2010 .