Dr. FENG Guanhao Gavin (馮冠豪)
Research Output
- 2022
- Published
Factor investing: A Bayesian hierarchical approach
Feng, G. & He, J., Sep 2022, In: Journal of Econometrics. 230, 1, p. 183-200Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal › peer-review
- 2020
- Published
Regularizing Bayesian predictive regressions
Feng, G. & Polson, N., Dec 2020, In: Journal of Asset Management. 21, 7, p. 591–608Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal › peer-review
Scopus citations: 1 - Published
Taming the Factor Zoo: A Test of New Factors
FENG, G., GIGLIO, S. & XIU, D., Jun 2020, In: The Journal of Finance. 75, 3, p. 1327-1370Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal › peer-review
Scopus citations: 96 - 2017
Does Higher-Frequency Data Always Help to Predict Longer-Horizon Volatility?
Charoenwong, B. & Feng, G., Jun 2017, In: Journal of Risk. 19, 5, p. 55-75Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal › peer-review
- 2016
The Market for English Premier League (EPL) Odds
Feng, G., Polson, N. & Xu, J., Dec 2016, In: Journal of Quantitative Analysis in Sports. 12, 4, p. 167-178Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal › peer-review
Scopus citations: 3