Yufeng Han

Anomalies Enhanced: A Portfolio Rebalancing Approach

Guofu Zhou, Dayong Huang, Yufeng Han, 2019, Financial Management.

Anomalies Enhanced: Don’t be passive as information arrives

Guofu Zhou, Dayong Huang, Yufeng Han, 2018 .

Influence analysis in response surface methodology

Yufeng Han, Chao-Yen Hsieh, Yufeng Han, 2014 .

A New Anomaly: The Cross-Sectional Profitability of Technical Analysis

Guofu Zhou, Yufeng Han, Ke Yang, 2011, Journal of Financial and Quantitative Analysis.

A Trend Factor: Any Economic Gains from Using Information over Investment Horizons?

Guofu Zhou, Yufeng Han, Yingzi Zhu, 2016 .

Asset Allocation with a High Dimensional Latent Factor Stochastic Volatility Model

Yufeng Han, Yufeng Han, 2005 .

What Firm Characteristics Drive US Stock Returns?

Yufeng Han, Guofu Zhou, Guofu Zhou, 2018 .