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Guanhao Feng

Personal Details

First Name:Guanhao
Middle Name:
Last Name:Feng
Suffix:
RePEc Short-ID:pfe488
https://gavinfeng702.com
Terminal Degree:2017 Booth School of Business; University of Chicago (from RePEc Genealogy)

Affiliation

香港城市大学


http://www.cityu.edu.hk
Hong Kong SAR
Tat Chee Avenue, Kowloon, Hong Kong SAR
+852 3442 7654

Research output

as
Jump to: Working papers Articles

Working papers

  1. Lin William Cong & Guanhao Feng & Jingyu He & Xin He, 2025. "Growing the Efficient Frontier on Panel Trees," Papers 2501.16730, arXiv.org, revised Feb 2025.
  2. Lin William Cong & Guanhao Feng & Jingyu He & Junye Li, 2023. "Sparse Modeling Under Grouped Heterogeneity with an Application to Asset Pricing," NBER Working Papers 31424, National Bureau of Economic Research, Inc.
  3. Lin William Cong & Guanhao Feng & Jingyu He & Xin He, 2022. "Growing the Efficient Frontier on Panel Trees," NBER Working Papers 30805, National Bureau of Economic Research, Inc.
  4. Giglio, Stefano & Feng, Guanhao & Xiu, Dacheng, 2020. "Taming the Factor Zoo: A Test of New Factors," CEPR Discussion Papers 14266, C.E.P.R. Discussion Papers.
  5. Guanhao Feng & Jingyu He, 2019. "Factor Investing: A Bayesian Hierarchical Approach," Papers 1902.01015, arXiv.org, revised Sep 2020.
  6. Guanhao Feng & Jingyu He & Nicholas G. Polson, 2018. "Deep Learning for Predicting Asset Returns," Papers 1804.09314, arXiv.org, revised Apr 2018.

Articles

  1. Feng, Guanhao & He, Xin & Wang, Yanchu & Wu, Chunchi, 2025. "Predicting individual corporate bond returns," Journal of Banking & Finance, Elsevier, vol. 171(C).
  2. Hyun Soo Doh & Guanhao Feng, 2024. "Renegotiable debt, liquidity injections and financial instability," Journal of Derivatives and Quantitative Studies: 선물연구, Emerald Group Publishing Limited, vol. 32(3), pages 182-199, May.
  3. Liyuan Cui & Guanhao Feng & Yongmiao Hong, 2024. "Regularized Gmm For Time‐Varying Models With Applications To Asset Pricing," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 65(2), pages 851-883, May.
  4. Feng, Guanhao & He, Jingyu & Polson, Nicholas G. & Xu, Jianeng, 2024. "Deep Learning in Characteristics-Sorted Factor Models," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 59(7), pages 3001-3036, November.
  5. Feng, Guanhao & He, Jingyu, 2022. "Factor investing: A Bayesian hierarchical approach," Journal of Econometrics, Elsevier, vol. 230(1), pages 183-200.
  6. Guanhao Feng & Nicholas Polson, 2020. "Regularizing Bayesian predictive regressions," Journal of Asset Management, Palgrave Macmillan, vol. 21(7), pages 591-608, December.
  7. Guanhao Feng & Stefano Giglio & Dacheng Xiu, 2020. "Taming the Factor Zoo: A Test of New Factors," Journal of Finance, American Finance Association, vol. 75(3), pages 1327-1370, June.
  8. Feng Guanhao & Polson Nicholas & Xu Jianeng, 2016. "The market for English Premier League (EPL) odds," Journal of Quantitative Analysis in Sports, De Gruyter, vol. 12(4), pages 167-178, December.
  9. Ben Charoenwong & Guanhao Feng, . "Does higher-frequency data always help to predict longer-horizon volatility?," Journal of Risk, Journal of Risk.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 6 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-BIG: Big Data (3) 2018-05-14 2019-02-11 2020-07-27. Author is listed
  2. NEP-ECM: Econometrics (3) 2019-02-04 2023-01-30 2023-08-21. Author is listed
  3. NEP-FMK: Financial Markets (2) 2018-05-14 2023-01-30. Author is listed
  4. NEP-CMP: Computational Economics (1) 2020-07-27
  5. NEP-ETS: Econometric Time Series (1) 2019-02-04
  6. NEP-FOR: Forecasting (1) 2019-02-11
  7. NEP-IFN: International Finance (1) 2018-05-14

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