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 0 5 177 3 15 54 446
Factor Investing: A Bayesian Hierarchical Approach 0 0 1 29 2 7 18 105
Growing the Efficient Frontier on Panel Trees 0 0 1 49 1 6 17 82
Growing the Efficient Frontier on Panel Trees 0 0 3 3 1 8 26 32
Sparse Modeling Under Grouped Heterogeneity with an Application to Asset Pricing 0 0 2 11 2 5 12 26
Taming the Factor Zoo: A Test of New Factors 1 1 1 36 4 16 27 146
Taming the Factor Zoo: A Test of New Factors 0 0 0 105 6 27 45 481
Total Working Papers 1 1 13 410 19 84 199 1,318


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 9 21 10 18 39 79
Does higher-frequency data always help to predict longer-horizon volatility? 0 0 0 0 0 1 5 6
Factor investing: A Bayesian hierarchical approach 0 0 5 13 3 12 30 51
Predicting individual corporate bond returns 3 3 14 21 8 19 59 87
REGULARIZED GMM FOR TIME‐VARYING MODELS WITH APPLICATIONS TO ASSET PRICING 0 1 4 12 5 14 23 43
Regularizing Bayesian predictive regressions 0 0 0 7 0 2 9 33
Renegotiable debt, liquidity injections and financial instability 0 0 0 1 0 3 5 6
Taming the Factor Zoo: A Test of New Factors 0 0 6 52 14 27 75 369
The market for English Premier League (EPL) odds 0 0 1 26 1 5 14 149
Total Journal Articles 3 5 39 153 41 101 259 823


Statistics updated 2026-04-09