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G

Guanhao Feng

City University of Hong Kong

11H指数
65论文数
1.1K被引数
收录论文 8
发表时间
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Testing Alphas in Linear Factor Models: A Portfolio Approach测试线性因子模型中的阿尔法：一种投资组合方法
errJOURNAL OF BUSINESS & ECONOMIC STATISTICS
IF2.5
err2026-09-14
err0
PREAI
errJun Zhang; Dan Pu; Wei Lan; Guanhao Feng
err分享
err收藏
Testing asset pricing factor models: An out-of-sample perspective测试资产定价因子模型：一种样本外视角
errJournal of Econometrics
IF4
err2026-09-09
err0
errOAAI
errJun Zhang; Wei Lan; Long Feng; Guanhao Feng
err分享
err收藏
Heterogeneous predictability on mutual fund alphas: A sparse clustering GMM approach异质性基金阿尔法可预测性：一种稀疏聚类GMM方法
errJournal of Econometrics
IF4
err2026-08-01
err0
PREAI
errCui, Liyuan; Feng, Guanhao; Yang, Jiangshan
err分享
err收藏
Institutional granular impact is benign on asset sales and price efficiency制度层面的微观影响对资产销售和价格效率是有益的。
errJOURNAL OF FINANCIAL MARKETS
IF0
err2025-09-01
err1
PREAI
errFan, Yinghua; Feng, Guanhao; Qiao, Xiao; Baronyan, Sayad
err分享
err收藏
Predicting individual corporate bond returns
errJOURNAL OF BANKING & FINANCE
IF3.8
err2025-02-01
err1
PREAI
errFeng, Guanhao; He, Xin; Wang, Yanchu; Wu, Chunchi
err分享
err收藏
Deep Learning in Characteristics-Sorted Factor Models
errJOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS
IF2.8
err2023-07-24
err6
errOAAI
errFeng, Guanhao; He, Jingyu; Polson, Nicholas G.; Xu, Jianeng
err分享
err收藏
Factor investing: A Bayesian hierarchical approach
errJOURNAL OF ECONOMETRICS
IF4
err2022-09-01
err2
errOAAI
errFeng, Guanhao; He, Jingyu
err分享
err收藏
Taming the Factor Zoo: A Test of New Factors驯服因子动物园: 对新因子的测试
errJOURNAL OF FINANCE
IF9.5
err2020-02-27
err256
PREAI
errFeng, Guanhao; Giglio, Stefano; Xiu, Dacheng
err分享
err收藏

研究方向

暂时未获取到该数据
合作学者
合作期刊
Y
Yanchu Wang
H 指数: 49 · 论文数: 228
S
Stefano Giglio
H 指数: 39 · 论文数: 145
修
修大成 (Dacheng Xiu)
H 指数: 38 · 论文数: 98
C
Chunchi Wu
H 指数: 30 · 论文数: 247
J
Jun Zhang
H 指数: 20 · 论文数: 160
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