Guanhao Feng
Names
| first: |
Guanhao |
| last: |
Feng |
Identifer
Contact
Affiliations
-
香港城市大学
- http://www.cityu.edu.hk
- location: Hong Kong SAR
Research profile
author of:
- Deep Learning for Predicting Asset Returns (RePEc:arx:papers:1804.09314)
by Guanhao Feng & Jingyu He & Nicholas G. Polson - Factor Investing: A Bayesian Hierarchical Approach (RePEc:arx:papers:1902.01015)
by Guanhao Feng & Jingyu He - Growing the Efficient Frontier on Panel Trees (RePEc:arx:papers:2501.16730)
by Lin William Cong & Guanhao Feng & Jingyu He & Xin He - Taming the Factor Zoo: A Test of New Factors (RePEc:bla:jfinan:v:75:y:2020:i:3:p:1327-1370)
by Guanhao Feng & Stefano Giglio & Dacheng Xiu - The market for English Premier League (EPL) odds (RePEc:bpj:jqsprt:v:12:y:2016:i:4:p:167-178:n:1)
by Feng Guanhao & Polson Nicholas & Xu Jianeng - Taming the Factor Zoo: A Test of New Factors (RePEc:cpr:ceprdp:14266)
by Giglio, Stefano & Feng, Guanhao & Xiu, Dacheng - Deep Learning in Characteristics-Sorted Factor Models (RePEc:cup:jfinqa:v:59:y:2024:i:7:p:3001-3036_1)
by Feng, Guanhao & He, Jingyu & Polson, Nicholas G. & Xu, Jianeng - Factor investing: A Bayesian hierarchical approach (RePEc:eee:econom:v:230:y:2022:i:1:p:183-200)
by Feng, Guanhao & He, Jingyu - Predicting individual corporate bond returns (RePEc:eee:jbfina:v:171:y:2025:i:c:s0378426624002863)
by Feng, Guanhao & He, Xin & Wang, Yanchu & Wu, Chunchi - Renegotiable debt, liquidity injections and financial instability (RePEc:eme:jdqspp:jdqs-01-2024-0003)
by Hyun Soo Doh & Guanhao Feng - Taming the Factor Zoo: A Test of New Factors (RePEc:nbr:nberwo:25481)
by Guanhao Feng & Stefano Giglio & Dacheng Xiu - Growing the Efficient Frontier on Panel Trees (RePEc:nbr:nberwo:30805)
by Lin William Cong & Guanhao Feng & Jingyu He & Xin He - Sparse Modeling Under Grouped Heterogeneity with an Application to Asset Pricing (RePEc:nbr:nberwo:31424)
by Lin William Cong & Guanhao Feng & Jingyu He & Junye Li - Regularizing Bayesian predictive regressions (RePEc:pal:assmgt:v:21:y:2020:i:7:d:10.1057_s41260-020-00186-x)
by Guanhao Feng & Nicholas Polson - Does higher-frequency data always help to predict longer-horizon volatility? (RePEc:rsk:journ4:5264146)
by Ben Charoenwong & Guanhao Feng - Regularized Gmm For Time‐Varying Models With Applications To Asset Pricing (RePEc:wly:iecrev:v:65:y:2024:i:2:p:851-883)
by Liyuan Cui & Guanhao Feng & Yongmiao Hong