Concepedia

Guanhao Feng

GF

11

Publications

985

Citations

10

H-Index

2017

Active since

Affiliations

City University of Hong Kong(Current)

National Bureau of Economic Research

Yale University

University of Science and Technology of China

Centre for Economic Policy Research

Guanhao Feng is an author at City University of Hong Kong specializing in asset pricing, finance, and business.

Top concepts

FinanceAsset PricingBusinessManagementData ScienceDeep LearningAsset AllocationMachine LearningEngineeringFinancial Economics

Publications per year

2017–2025

11

Publications

11

Taming the Factor Zoo: A Test of New Factors

Guanhao Feng, Stefano Giglio, Dacheng Xiu · The Journal of Finance · 2020 · 668 citations

Empirical Finance, Ecosystem Health, Asset Allocation +18

Deep Learning in Characteristics-Sorted Factor Models

Guanhao Feng, Jingyu He, Nicholas G. Polson et al. · Journal of Financial and Quantitative Analysis · 2023 · 72 citations

Machine Learning, Asset Allocation, Portfolio Management +17

Taming the Factor Zoo: A Test of New Factors

Guanhao Feng, Stefano Giglio, Dacheng Xiu · 2019 · 68 citations · Full text

Deep Learning in Characteristics-Sorted Factor Models

Guanhao Feng · arXiv (Cornell University) · 2018 · 50 citations · Full text

Portfolio Optimization, Engineering, Machine Learning +14

Taming the Factor Zoo

Guanhao Feng, Stefano Giglio · SSRN Electronic Journal · 2017 · 33 citations · Full text

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