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Guanhao Feng (冯冠豪)
Titel
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Taming the factor zoo: A test of new factors
G Feng, S Giglio, D Xiu
Journal of Finance 75 (3), 1327-1370, 2020
842*2020
Deep learning in characteristics-sorted factor models
G Feng, J He, NG Polson, J Xu
Journal of Financial and Quantitative Analysis, Forthcoming, 2018
138*2018
Deep learning for predicting asset returns
G Feng, J He, NG Polson
arXiv preprint arXiv:1804.09314, 2018
1182018
Growing the Efficient Frontier on Panel Trees
LW Cong, G Feng, J He, X He
Available at SSRN 3949463, 2023
38*2023
Factor investing: A Bayesian Hierarchical Approach
G Feng, J He
Journal of Econometrics 230 (1), 183-200, 2022
24*2022
Sparse Modeling Under Grouped Heterogeneity with an Application to Asset Pricing
LW Cong, G Feng, J He, J Li
National Bureau of Economic Research, 2023
21*2023
Predicting Individual Corporate Bond Returns
G Feng, X He, Y Wang, C Wu
Available at SSRN, 2024
15*2024
Real-Time Macro Information and Bond Return Predictability: A Weighted Group Deep Learning Approach
Y Fan, G Feng, A Fulop, J Li
Available at SSRN 3517081, 2022
12*2022
The Market for English Premier League (EPL) Odds
G Feng, N Polson, J Xu
Journal of Quantitative Analysis in Sports 12 (4), 167-178, 2016
72016
Regularized GMM for Time-Varying Models with Applications to Asset Pricing
L Cui, G Feng, Y Hong
International Economic Review 65 (2), 851-883, 2024
52024
Deep Tangency Portfolios
G Feng, L Jiang, J Li, Y Song
Available at SSRN 3971274, 2021
52021
Regularizing Bayesian Predictive Regressions
G Feng, NG Polson
Journal of Asset Management 21 (7), 591-608, 2020
42020
Institutional Granular Impact is Benign on Asset Sales and Price Efficiency
Y Fan, G Feng, S Baronyan
Available at SSRN 4294373, 2024
3*2024
Time-Varying Factor Selection: A Sparse Fused GMM Approach
L Cui, G Feng, Y Hong, J Yang
Available at SSRN 4431543, 2023
32023
Corporate Bond Pricing via Benchmark Combination Model
X He, G Feng, J Wang, C Wu
Available at SSRN 3940817, 2021
3*2021
Sparse regularization in marketing and economics
G Feng, N Polson, Y Wang, J Xu
Available at SSRN 3022856, 2018
22018
Currency Return Dynamics: What Is the Role of US Macroeconomic Regimes?
G Feng, J He, J Li, L Sarno, Q Zhang
Available at SSRN 4888163, 2024
12024
Anomaly or Risk Factor? A Stepwise Evaluation
G Feng, W Lan, H Wang, J Zhang
Available at SSRN 4502439, 2023
12023
Mosaics of Predictability
LW Cong, G Feng, J He, Y Wang
Available at SSRN 4853767, 2024
2024
Renegotiable debt, liquidity injections and financial instability
HS Doh, G Feng
Journal of Derivatives and Quantitative Studies: 선물연구, 2024
2024
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Artikel 1–20