Dr Min Zhu
Senior Lecturer in Finance
School of Business
+61 7 334 68147
Room 321, Colin Clark Building, St. Lucia Campus
Book Chapter
Zhu, Min, Philpotts, David and Stevenson, Maxwell J. (2012). Classification and regression trees and their use in financial modeling. In Frank J. Fabozzi (Ed.), Encyclopedia of financial models (pp. 375-382) -: John Wiley & Sons. doi:10.1002/9781118182635.efm0063
Journal Articles
Zhu, Min (2018) Informative fund size, managerial skill, and investor rationality. Journal of Financial Economics, . doi:10.1016/j.jfineco.2018.06.002
Chen, Rui, Gao, Zhennan, Zhang, Xueyong and Zhu, Min (2018) Mutual fund managers' prior work experience and their investment skill. Financial Management, 47 1: 3-24. doi:10.1111/fima.12180
Rajapaksa, Darshana, Zhu, Min, Lee, Boon, Viet-Ngu Hoang,, Wilson, Clevo and Managi, Shunsuke (2017) The impact of flood dynamics on property values. Land Use Policy, 69 317-325. doi:10.1016/j.landusepol.2017.08.038
Zhu, Min, Chen, Rui, Du, Ke and Wang, You-Gan (2017) Dividend growth and equity premium predictability. International Review of Economics and Finance, . doi:10.1016/j.iref.2017.10.020
Reed, W. Robert and Zhu, Min (2017) On estimating long-run effects in models with lagged dependent variables. Economic Modelling, 64 302-311. doi:10.1016/j.econmod.2017.04.006
Zhu, Min, Liu, Chang and Wang, You-Gan (2016) A comment on Koh’s “The optimal design of fallible organizations: invariance of optimal decision threshold and uniqueness of hierarchy and polyarchy structures”. Social Choice and Welfare, 48 2: 1-8. doi:10.1007/s00355-016-1009-5
Chen, Keqi, Chen, Rui, Zhang, Xueyong and Zhu, Min (2016) Chinese stock market return predictability: adaptive complete subset regressions. Asia-Pacific Journal of Financial Studies, 45 5: 779-804. doi:10.1111/ajfs.12152
Fu, Liya, Wang, You-Gan and Zhu, Min (2015) A Gaussian pseudolikelihood approach for quantile regression with repeated measurements. Computational Statistics and Data Analysis, 84 41-53. doi:10.1016/j.csda.2014.11.002
Zhu, Min (2013) Jackknife for bias reduction in predictive regressions. Journal of Financial Econometrics, 11 1: 193-220. doi:10.1093/jjfinec/nbs011
Leung, Denis Heng-Yan, Small, Dylan S., Qin, Jing and Zhu, Min (2013) Shrinkage empirical likelihood estimator in longitudinal analysis with time‐dependent covariates—application to modeling the health of Filipino children. Biometrics, 69 3: 624-632. doi:10.1111/biom.12039
Zhu, Min, Philpotts, David and Stevenson, Maxwell J. (2012) The benefits of tree-based models for stock selection. Journal of Asset Management, 13 6: 437-448. doi:10.1057/jam.2012.17
Zhu, Min, Philpotts, David, Sparks, Ross and J. Stevenson, Maxwell (2011) A hybrid approach to combining CART and logistic regression for stock ranking. The Journal of Portfolio Management, 38 1: 100-109. doi:10.3905/jpm.2011.38.1.100
Wang, You-Gan, Shao, Quanxi and Zhu, Min (2009) Quantile regression without the curse of unsmoothness. Computational Statistics & Data Analysis, 53 10: 3696-3705. doi:10.1016/j.csda.2009.03.012
Leung, Dennis H. Y., Wang, You-Gan and Zhu, Min (2009) Efficient parameter estimation in longitudinal data analysis using a hybrid GEE method. Biostatistics, 10 3: 436-445. doi:10.1093/biostatistics/kxp002
Wang, You-Gan, Lin, Xu, Zhu, Min and Bai, Zhidong (2007) Robust estimation using the Huber function with a data-dependent tuning constant. Journal of Computational and Graphical Statistics, 16 2: 468-481. doi:10.1198/106186007x180156
Wang, You-Gan and Zhu, Min (2006) Rank-based regression for analysis of repeated measures. Biometrika, 93 2: 459-464. doi:10.1093/biomet/93.2.459
Wang, You-Gan, Lin, Xu and Zhu, Min (2005) Robust estimating functions and bias correction for longitudinal data analysis. Biometrics, 61 3: 684-691. doi:10.1111/j.1541-0420.2005.00354.x
Wang, You-Gan and Zhu, Min (2005) Optimal sign tests for data from ranked set samples. Statistics and Probability Letters, 72 1: 13-22. doi:10.1016/j.spl.2004.11.014