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 8 174 3 11 40 409
Factor Investing: A Bayesian Hierarchical Approach 0 0 1 29 1 4 9 93
Growing the Efficient Frontier on Panel Trees 2 2 2 2 2 2 18 18
Growing the Efficient Frontier on Panel Trees 1 1 14 49 2 2 33 70
Sparse Modeling Under Grouped Heterogeneity with an Application to Asset Pricing 0 0 0 9 0 1 3 15
Taming the Factor Zoo: A Test of New Factors 0 0 2 35 1 2 10 124
Taming the Factor Zoo: A Test of New Factors 0 0 0 105 1 4 15 444
Total Working Papers 3 4 27 403 10 26 128 1,173


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 16 16 3 4 49 49
Does higher-frequency data always help to predict longer-horizon volatility? 0 0 0 0 0 0 1 1
Factor investing: A Bayesian hierarchical approach 0 1 3 10 1 3 9 27
Predicting individual corporate bond returns 2 5 15 15 6 15 52 52
REGULARIZED GMM FOR TIME‐VARYING MODELS WITH APPLICATIONS TO ASSET PRICING 0 0 7 9 1 1 18 23
Regularizing Bayesian predictive regressions 0 0 0 7 1 1 4 25
Renegotiable debt, liquidity injections and financial instability 0 0 0 1 0 0 0 1
Taming the Factor Zoo: A Test of New Factors 0 0 7 49 2 14 58 322
The market for English Premier League (EPL) odds 0 0 0 25 1 2 5 140
Total Journal Articles 3 8 48 132 15 40 196 640


Statistics updated 2025-10-06