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 1 4 7 181 4 8 53 459
Factor Investing: A Bayesian Hierarchical Approach 0 0 0 29 4 8 25 117
Growing the Efficient Frontier on Panel Trees 0 0 3 3 3 3 24 40
Growing the Efficient Frontier on Panel Trees 0 0 1 49 0 1 18 86
Mosaics of Predictability 0 0 14 14 0 4 8 8
Sparse Modeling Under Grouped Heterogeneity with an Application to Asset Pricing 0 0 2 11 1 1 19 34
Taming the Factor Zoo: A Test of New Factors 0 0 0 105 1 8 55 498
Taming the Factor Zoo: A Test of New Factors 0 0 2 37 0 2 30 153
Total Working Papers 1 4 29 429 13 35 232 1,395


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 4 11 26 3 12 59 105
Does higher-frequency data always help to predict longer-horizon volatility? 0 0 0 0 1 3 9 10
Factor investing: A Bayesian hierarchical approach 0 0 3 13 1 3 30 56
Predicting individual corporate bond returns 0 3 12 25 6 18 69 115
REGULARIZED GMM FOR TIME‐VARYING MODELS WITH APPLICATIONS TO ASSET PRICING 0 0 3 12 4 6 30 52
Regularizing Bayesian predictive regressions 0 0 0 7 0 0 11 35
Renegotiable debt, liquidity injections and financial instability 0 0 1 2 0 2 9 10
Taming the Factor Zoo: A Test of New Factors 1 1 6 55 10 38 111 431
The market for English Premier League (EPL) odds 0 0 1 26 1 3 18 157
Total Journal Articles 3 8 37 166 26 85 346 971


Statistics updated 2026-09-10