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 3 8 177 7 22 50 431
Factor Investing: A Bayesian Hierarchical Approach 0 0 1 29 0 5 13 98
Growing the Efficient Frontier on Panel Trees 0 0 2 49 1 6 16 76
Growing the Efficient Frontier on Panel Trees 0 1 3 3 4 6 24 24
Sparse Modeling Under Grouped Heterogeneity with an Application to Asset Pricing 0 2 2 11 1 6 8 21
Taming the Factor Zoo: A Test of New Factors 0 0 2 35 1 6 14 130
Taming the Factor Zoo: A Test of New Factors 0 0 0 105 3 10 21 454
Total Working Papers 0 6 18 409 17 61 146 1,234


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 4 11 20 7 12 34 61
Does higher-frequency data always help to predict longer-horizon volatility? 0 0 0 0 2 4 5 5
Factor investing: A Bayesian hierarchical approach 1 3 5 13 8 12 19 39
Predicting individual corporate bond returns 1 3 18 18 5 16 68 68
REGULARIZED GMM FOR TIME‐VARYING MODELS WITH APPLICATIONS TO ASSET PRICING 2 2 5 11 3 6 14 29
Regularizing Bayesian predictive regressions 0 0 0 7 3 6 10 31
Renegotiable debt, liquidity injections and financial instability 0 0 0 1 0 2 2 3
Taming the Factor Zoo: A Test of New Factors 0 3 8 52 7 20 63 342
The market for English Premier League (EPL) odds 0 1 1 26 1 4 9 144
Total Journal Articles 4 16 48 148 36 82 224 722


Statistics updated 2026-01-09