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 7 181 1 6 51 460
Factor Investing: A Bayesian Hierarchical Approach 0 0 0 29 0 5 24 117
Growing the Efficient Frontier on Panel Trees 0 0 1 3 1 4 23 41
Growing the Efficient Frontier on Panel Trees 0 0 0 49 0 0 16 86
Mosaics of Predictability 1 1 15 15 4 6 12 12
Sparse Modeling Under Grouped Heterogeneity with an Application to Asset Pricing 0 0 2 11 1 2 20 35
Taming the Factor Zoo: A Test of New Factors 0 0 2 37 0 0 29 153
Taming the Factor Zoo: A Test of New Factors 0 0 0 105 0 6 54 498
Total Working Papers 1 3 27 430 7 29 229 1,402


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 3 10 26 6 12 62 111
Does higher-frequency data always help to predict longer-horizon volatility? 0 0 0 0 0 3 9 10
Factor investing: A Bayesian hierarchical approach 0 0 3 13 0 2 29 56
Predicting individual corporate bond returns 0 1 10 25 4 16 67 119
REGULARIZED GMM FOR TIME‐VARYING MODELS WITH APPLICATIONS TO ASSET PRICING 0 0 3 12 2 7 31 54
Regularizing Bayesian predictive regressions 0 0 0 7 1 1 11 36
Renegotiable debt, liquidity injections and financial instability 0 0 1 2 1 3 10 11
Taming the Factor Zoo: A Test of New Factors 1 2 7 56 7 31 116 438
The market for English Premier League (EPL) odds 0 0 1 26 0 1 17 157
Total Journal Articles 1 6 35 167 21 76 352 992


Statistics updated 2026-10-11