Jingyu He

City University of Hong Kong

Assistant Professor

83 Tat Chee Avenue

Kowloon

Hong Kong

http://jingyuhe.com

SCHOLARLY PAPERS

2

DOWNLOADS

371

SSRN CITATIONS

2

CROSSREF CITATIONS

0

Scholarly Papers (2)

1.

Factor Investing: A Bayesian Hierarchical Approach

Number of pages: 37 Posted: 06 Feb 2019 Last Revised: 20 Jul 2020
Guanhao Feng and Jingyu He
City University of Hong Kong (CityUHK) and City University of Hong Kong
Downloads 307 (108,058)

Abstract:

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Asset Allocation, Bayes, Hierarchical Prior, Estimation Risk, Characteristics, Macro Predictors, Risk Factor

2.

Regularization and Confounding in Linear Regression for Treatment Effect Estimation

Bayesian Analysis Volume 13, Number 1 (2018), 163-182. https://projecteuclid.org/euclid.ba/1484103680
Number of pages: 20 Posted: 08 Feb 2016 Last Revised: 15 Oct 2018
Arizona State University (ASU) - School of Mathematical and Statistical Sciences, University of Texas at Austin - Red McCombs School of Business, City University of Hong Kong and University of Chicago - Booth School of Business
Downloads 64 (375,568)
Citation 3

Abstract:

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linear regression, regularization, treatment effect estimation, shrinkage