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 2 2 6 179 3 8 56 454
Factor Investing: A Bayesian Hierarchical Approach 0 0 0 29 3 7 23 112
Growing the Efficient Frontier on Panel Trees 0 0 1 49 1 4 18 86
Growing the Efficient Frontier on Panel Trees 0 0 3 3 0 5 21 37
Mosaics of Predictability 0 14 14 14 2 6 6 6
Sparse Modeling Under Grouped Heterogeneity with an Application to Asset Pricing 0 0 2 11 0 7 19 33
Taming the Factor Zoo: A Test of New Factors 0 0 0 105 2 11 52 492
Taming the Factor Zoo: A Test of New Factors 0 1 2 37 2 7 31 153
Total Working Papers 2 17 28 427 13 55 226 1,373


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 9 23 6 20 54 99
Does higher-frequency data always help to predict longer-horizon volatility? 0 0 0 0 0 1 6 7
Factor investing: A Bayesian hierarchical approach 0 0 4 13 1 3 30 54
Predicting individual corporate bond returns 2 3 14 24 6 16 66 103
REGULARIZED GMM FOR TIME‐VARYING MODELS WITH APPLICATIONS TO ASSET PRICING 0 0 3 12 1 4 25 47
Regularizing Bayesian predictive regressions 0 0 0 7 0 2 11 35
Renegotiable debt, liquidity injections and financial instability 0 1 1 2 0 2 7 8
Taming the Factor Zoo: A Test of New Factors 0 2 5 54 14 38 99 407
The market for English Premier League (EPL) odds 0 0 1 26 2 7 18 156
Total Journal Articles 3 8 37 161 30 93 316 916


Statistics updated 2026-07-10