Guanhao Gavin Feng 冯冠豪|Gavin Feng

Guanhao Gavin Feng 冯冠豪|Gavin Feng

City University of Hong Kong - Kowloon / Hong Kong
Economics & Econometrics / Accounting & Finance
AD Scientific Index ID: 346776
person_outline Guanhao Gavin Feng 冯冠豪|Gavin Feng's MOST POPULAR ARTICLES
1-) Taming the factor zoo: A test of new factorsG Feng, S Giglio, D XiuJournal of Finance 75 (3), 1327-1370, 2020511*2020
2-) Deep learning in characteristics-sorted factor modelsG Feng, J He, NG Polson, J XuarXiv preprint arXiv:1805.01104, 2018101*2018
3-) Deep learning for predicting asset returnsG Feng, J He, NG PolsonarXiv preprint arXiv:1804.09314, 2018772018
4-) Growing the Efficient Frontier on Panel TreesLW Cong, G Feng, J He, X HeJournal of Financial Economics 167 (104024), 202547*2025
5-) Factor investing: A Bayesian Hierarchical ApproachG Feng, J HeJournal of Econometrics 230 (1), 183-200, 202225*2022