Jiantao Huang

The University of Hong Kong - Faculty of Business and Economics

Assistant Professor of Finance

Pokfulam Road

Hong Kong

Hong Kong

  • The University of Hong Kong - Faculty of Business and Economics

SCHOLARLY PAPERS

4

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Scholarly Papers (4)

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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
Svetlana Bryzgalova, Jiantao Huang and Christian Julliard
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 2,809 (7,913)
Citation 9

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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: 19 May 2023
Jiantao Huang
The University of Hong Kong - Faculty of Business and Economics
Downloads 459 (105,191)

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Asset Pricing, Latent Factor Models, Fourier Transform.

3.

Model Uncertainty in the Cross Section

Number of pages: 74 Posted: 14 Sep 2021 Last Revised: 19 May 2023
Jiantao Huang and Ran Shi
The University of Hong Kong - Faculty of Business and Economics and University of Colorado Boulder - Department of Finance
Downloads 239 (212,333)

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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
Svetlana Bryzgalova, Jiantao Huang and Christian Julliard
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 170 (289,846)

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