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 1 7 174 4 13 39 413
Factor Investing: A Bayesian Hierarchical Approach 0 0 1 29 4 7 12 97
Growing the Efficient Frontier on Panel Trees 0 1 7 49 4 6 22 74
Growing the Efficient Frontier on Panel Trees 1 3 3 3 2 4 20 20
Sparse Modeling Under Grouped Heterogeneity with an Application to Asset Pricing 0 0 0 9 1 1 4 16
Taming the Factor Zoo: A Test of New Factors 0 0 0 105 5 8 19 449
Taming the Factor Zoo: A Test of New Factors 0 0 2 35 2 3 12 126
Total Working Papers 1 5 20 404 22 42 128 1,195


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 4 6 20 20 4 8 53 53
Does higher-frequency data always help to predict longer-horizon volatility? 0 0 0 0 2 2 3 3
Factor investing: A Bayesian hierarchical approach 1 1 3 11 2 4 10 29
Predicting individual corporate bond returns 2 5 17 17 8 18 60 60
REGULARIZED GMM FOR TIME‐VARYING MODELS WITH APPLICATIONS TO ASSET PRICING 0 0 7 9 1 2 18 24
Regularizing Bayesian predictive regressions 0 0 0 7 2 3 6 27
Renegotiable debt, liquidity injections and financial instability 0 0 0 1 2 2 2 3
Taming the Factor Zoo: A Test of New Factors 1 1 8 50 9 17 61 331
The market for English Premier League (EPL) odds 0 0 0 25 0 2 5 140
Total Journal Articles 8 13 55 140 30 58 218 670


Statistics updated 2025-11-08