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 2 9 172 2 9 37 395
Factor Investing: A Bayesian Hierarchical Approach 0 1 2 29 1 2 6 89
Growing the Efficient Frontier on Panel Trees 0 0 17 48 2 2 39 67
Growing the Efficient Frontier on Panel Trees 0 0 0 0 4 6 11 11
Sparse Modeling Under Grouped Heterogeneity with an Application to Asset Pricing 0 0 0 9 0 0 2 14
Taming the Factor Zoo: A Test of New Factors 0 2 2 35 0 3 9 120
Taming the Factor Zoo: A Test of New Factors 0 0 1 105 3 5 13 439
Total Working Papers 0 5 31 398 12 27 117 1,135


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 2 2 14 14 3 3 43 43
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 1 1 3 9 1 1 6 22
Predicting individual corporate bond returns 2 5 9 9 4 11 34 34
REGULARIZED GMM FOR TIME‐VARYING MODELS WITH APPLICATIONS TO ASSET PRICING 0 0 8 8 0 1 20 20
Regularizing Bayesian predictive regressions 0 0 0 7 0 0 3 24
Renegotiable debt, liquidity injections and financial instability 0 0 1 1 0 0 1 1
Taming the Factor Zoo: A Test of New Factors 2 3 11 49 5 20 52 304
The market for English Premier League (EPL) odds 0 0 0 25 2 3 5 138
Total Journal Articles 7 11 46 122 15 39 165 587


Statistics updated 2025-06-06