Jiantao Huang

The University of Hong Kong - Faculty of Business and Economics

Assistant Professor of Finance

Pokfulam Road

Hong Kong

Hong Kong

SCHOLARLY PAPERS

4

DOWNLOADS
Rank 25,533

SSRN RANKINGS

Top 25,533

in Total Papers Downloads

2,819

SSRN CITATIONS

10

CROSSREF CITATIONS

2

Scholarly Papers (4)

1.

Bayesian Solutions for the Factor Zoo: We Just Ran Two Quadrillion Models

Number of pages: 61 Posted: 04 Dec 2019 Last Revised: 22 Jun 2022
London Business School - Department of Finance, The University of Hong Kong - Faculty of Business and Economics and London School of Economics & Political Science (LSE) - Department of Finance
Downloads 2,301 (8,947)
Citation 9

Abstract:

Loading...

Cross-Sectional Asset Pricing, Factor Models, Model Evaluation, Multiple Testing, Data Mining, P-Hacking, Bayesian Methods, shrinkage, SDF.

2.

Frequency Dependent Risks in the Factor Zoo

Number of pages: 71 Posted: 25 Oct 2021 Last Revised: 15 Feb 2022
Jiantao Huang
The University of Hong Kong - Faculty of Business and Economics
Downloads 273 (157,075)

Abstract:

Loading...

Asset Pricing, Factor Models, Fourier transform, PCA.

3.

Model Uncertainty in the Cross Section

Number of pages: 69 Posted: 14 Sep 2021 Last Revised: 02 May 2022
Jiantao Huang and Ran Shi
The University of Hong Kong - Faculty of Business and Economics and London School of Economics & Political Science (LSE) - Department of Finance
Downloads 129 (303,690)

Abstract:

Loading...

Model Uncertainty, Linear Stochastic Discount Factor, Bayesian Inference

4.

Internet Appendix for Bayesian Solutions for the Factor Zoo: We Just Ran Two Quadrillion Models

Number of pages: 27 Posted: 04 Aug 2020 Last Revised: 22 Jun 2022
London Business School - Department of Finance, The University of Hong Kong - Faculty of Business and Economics and London School of Economics & Political Science (LSE) - Department of Finance
Downloads 116 (327,872)

Abstract:

Loading...

Cross-sectional asset pricing, factor models, model evaluation, multiple testing, data mining, p-hacking, Bayesian methods, shrinkage, SDF