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 2 9 174 6 11 43 406
Factor Investing: A Bayesian Hierarchical Approach 0 0 1 29 2 3 8 92
Growing the Efficient Frontier on Panel Trees 0 0 16 48 0 1 35 68
Growing the Efficient Frontier on Panel Trees 0 0 0 0 0 5 16 16
Sparse Modeling Under Grouped Heterogeneity with an Application to Asset Pricing 0 0 0 9 0 1 3 15
Taming the Factor Zoo: A Test of New Factors 0 0 1 105 2 4 16 443
Taming the Factor Zoo: A Test of New Factors 0 0 2 35 0 3 10 123
Total Working Papers 1 2 29 400 10 28 131 1,163


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 1 15 15 1 3 46 46
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 0 1 3 10 1 4 8 26
Predicting individual corporate bond returns 1 4 13 13 4 12 46 46
REGULARIZED GMM FOR TIME‐VARYING MODELS WITH APPLICATIONS TO ASSET PRICING 0 1 7 9 0 2 18 22
Regularizing Bayesian predictive regressions 0 0 0 7 0 0 3 24
Renegotiable debt, liquidity injections and financial instability 0 0 0 1 0 0 0 1
Taming the Factor Zoo: A Test of New Factors 0 0 7 49 6 16 58 320
The market for English Premier League (EPL) odds 0 0 0 25 1 1 6 139
Total Journal Articles 2 7 45 129 13 38 186 625


Statistics updated 2025-09-05