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 3 3 9 177 11 18 45 424
Factor Investing: A Bayesian Hierarchical Approach 0 0 1 29 1 6 13 98
Growing the Efficient Frontier on Panel Trees 0 1 4 49 1 7 18 75
Growing the Efficient Frontier on Panel Trees 0 3 3 3 0 4 20 20
Sparse Modeling Under Grouped Heterogeneity with an Application to Asset Pricing 2 2 2 11 4 5 8 20
Taming the Factor Zoo: A Test of New Factors 0 0 2 35 3 6 13 129
Taming the Factor Zoo: A Test of New Factors 0 0 0 105 2 8 19 451
Total Working Papers 5 9 21 409 22 54 136 1,217


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 5 20 20 1 8 54 54
Does higher-frequency data always help to predict longer-horizon volatility? 0 0 0 0 0 2 3 3
Factor investing: A Bayesian hierarchical approach 1 2 4 12 2 5 12 31
Predicting individual corporate bond returns 0 4 17 17 3 17 63 63
REGULARIZED GMM FOR TIME‐VARYING MODELS WITH APPLICATIONS TO ASSET PRICING 0 0 5 9 2 4 15 26
Regularizing Bayesian predictive regressions 0 0 0 7 1 4 7 28
Renegotiable debt, liquidity injections and financial instability 0 0 0 1 0 2 2 3
Taming the Factor Zoo: A Test of New Factors 2 3 10 52 4 15 60 335
The market for English Premier League (EPL) odds 1 1 1 26 3 4 8 143
Total Journal Articles 4 15 57 144 16 61 224 686


Statistics updated 2025-12-06