Overview
Guanhao Feng is a finance researcher (College of Business, City University of Hong Kong), working on empirical asset pricing, machine learning, and factor models.
Key Contributions / Features
- Taming the factor zoo (Feng-Giglio-Xiu 2020): double-selection LASSO test of whether a new factor adds explanatory power beyond existing factors.
- Work on deep-learning and regularized methods for the cross-section of returns.
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