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 0 7 177 4 19 57 443
Factor Investing: A Bayesian Hierarchical Approach 0 0 1 29 2 5 16 103
Growing the Efficient Frontier on Panel Trees 0 0 1 49 1 6 16 81
Growing the Efficient Frontier on Panel Trees 0 0 3 3 2 11 26 31
Sparse Modeling Under Grouped Heterogeneity with an Application to Asset Pricing 0 0 2 11 1 4 10 24
Taming the Factor Zoo: A Test of New Factors 0 0 2 35 5 13 25 142
Taming the Factor Zoo: A Test of New Factors 0 0 0 105 8 24 41 475
Total Working Papers 0 0 16 409 23 82 191 1,299


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 1 9 21 0 15 29 69
Does higher-frequency data always help to predict longer-horizon volatility? 0 0 0 0 0 3 5 6
Factor investing: A Bayesian hierarchical approach 0 1 5 13 3 17 27 48
Predicting individual corporate bond returns 0 1 14 18 7 16 56 79
REGULARIZED GMM FOR TIME‐VARYING MODELS WITH APPLICATIONS TO ASSET PRICING 0 3 4 12 0 12 19 38
Regularizing Bayesian predictive regressions 0 0 0 7 0 5 9 33
Renegotiable debt, liquidity injections and financial instability 0 0 0 1 2 3 5 6
Taming the Factor Zoo: A Test of New Factors 0 0 6 52 4 20 71 355
The market for English Premier League (EPL) odds 0 0 1 26 0 5 13 148
Total Journal Articles 0 6 39 150 16 96 234 782


Statistics updated 2026-03-04