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 2 8 56 451
Factor Investing: A Bayesian Hierarchical Approach 0 0 0 29 2 6 20 109
Growing the Efficient Frontier on Panel Trees 0 0 3 3 1 6 26 37
Growing the Efficient Frontier on Panel Trees 0 0 1 49 1 4 18 85
Mosaics of Predictability 14 14 14 14 4 4 4 4
Sparse Modeling Under Grouped Heterogeneity with an Application to Asset Pricing 0 0 2 11 2 9 19 33
Taming the Factor Zoo: A Test of New Factors 1 2 2 37 1 9 31 151
Taming the Factor Zoo: A Test of New Factors 0 0 0 105 2 15 51 490
Total Working Papers 15 16 27 425 15 61 225 1,360


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 8 22 10 24 50 93
Does higher-frequency data always help to predict longer-horizon volatility? 0 0 0 0 1 1 6 7
Factor investing: A Bayesian hierarchical approach 0 0 4 13 1 5 31 53
Predicting individual corporate bond returns 0 4 13 22 2 18 63 97
REGULARIZED GMM FOR TIME‐VARYING MODELS WITH APPLICATIONS TO ASSET PRICING 0 0 4 12 2 8 26 46
Regularizing Bayesian predictive regressions 0 0 0 7 1 2 11 35
Renegotiable debt, liquidity injections and financial instability 0 1 1 2 0 2 7 8
Taming the Factor Zoo: A Test of New Factors 0 2 5 54 11 38 89 393
The market for English Premier League (EPL) odds 0 0 1 26 1 6 16 154
Total Journal Articles 0 8 36 158 29 104 299 886


Statistics updated 2026-06-04