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 1 3 7 180 1 6 55 455
Factor Investing: A Bayesian Hierarchical Approach 0 0 0 29 1 6 23 113
Growing the Efficient Frontier on Panel Trees 0 0 3 3 0 1 21 37
Growing the Efficient Frontier on Panel Trees 0 0 1 49 0 2 18 86
Mosaics of Predictability 0 14 14 14 2 8 8 8
Sparse Modeling Under Grouped Heterogeneity with an Application to Asset Pricing 0 0 2 11 0 2 18 33
Taming the Factor Zoo: A Test of New Factors 0 0 0 105 5 9 56 497
Taming the Factor Zoo: A Test of New Factors 0 1 2 37 0 3 30 153
Total Working Papers 1 18 29 428 9 37 229 1,382


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 1 2 10 24 3 19 57 102
Does higher-frequency data always help to predict longer-horizon volatility? 0 0 0 0 2 3 8 9
Factor investing: A Bayesian hierarchical approach 0 0 3 13 1 3 30 55
Predicting individual corporate bond returns 1 3 13 25 6 14 67 109
REGULARIZED GMM FOR TIME‐VARYING MODELS WITH APPLICATIONS TO ASSET PRICING 0 0 3 12 1 4 26 48
Regularizing Bayesian predictive regressions 0 0 0 7 0 1 11 35
Renegotiable debt, liquidity injections and financial instability 0 0 1 2 2 2 9 10
Taming the Factor Zoo: A Test of New Factors 0 0 5 54 14 39 107 421
The market for English Premier League (EPL) odds 0 0 1 26 0 3 18 156
Total Journal Articles 2 5 36 163 29 88 333 945


Statistics updated 2026-08-07