Access Statistics for Guanhao Feng

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Deep Learning for Predicting Asset Returns 0 2 11 172 1 9 41 393
Factor Investing: A Bayesian Hierarchical Approach 1 1 3 29 1 2 7 88
Growing the Efficient Frontier on Panel Trees 0 0 0 0 1 4 7 7
Growing the Efficient Frontier on Panel Trees 0 0 17 48 0 2 37 65
Sparse Modeling Under Grouped Heterogeneity with an Application to Asset Pricing 0 0 0 9 0 1 2 14
Taming the Factor Zoo: A Test of New Factors 0 0 1 105 0 3 13 436
Taming the Factor Zoo: A Test of New Factors 0 2 2 35 1 3 10 120
Total Working Papers 1 5 34 398 4 24 117 1,123


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Deep Learning in Characteristics-Sorted Factor Models 0 1 12 12 0 5 40 40
Does higher-frequency data always help to predict longer-horizon volatility? 0 0 0 0 0 1 1 1
Factor investing: A Bayesian hierarchical approach 0 0 2 8 0 1 5 21
Predicting individual corporate bond returns 0 6 7 7 2 12 30 30
REGULARIZED GMM FOR TIME‐VARYING MODELS WITH APPLICATIONS TO ASSET PRICING 0 0 8 8 0 3 20 20
Regularizing Bayesian predictive regressions 0 0 0 7 0 1 3 24
Renegotiable debt, liquidity injections and financial instability 0 0 1 1 0 0 1 1
Taming the Factor Zoo: A Test of New Factors 1 3 9 47 5 17 48 299
The market for English Premier League (EPL) odds 0 0 0 25 1 1 3 136
Total Journal Articles 1 10 39 115 8 41 151 572


Statistics updated 2025-05-12