Jiantao Huang

London School of Economics & Political Science (LSE) - Department of Finance

Houghton St, Holborn

London, WC2A 2AE

Great Britain

SCHOLARLY PAPERS

4

DOWNLOADS
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Top 26,556

in Total Papers Downloads

2,637

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: 17 May 2022
London Business School - Department of Finance, London School of Economics & Political Science (LSE) - Department of Finance and London School of Economics & Political Science (LSE) - Department of Finance
Downloads 2,176 (9,536)
Citation 9

Abstract:

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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: 15 Feb 2022
Jiantao Huang
London School of Economics & Political Science (LSE) - Department of Finance
Downloads 243 (172,301)

Abstract:

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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
London School of Economics & Political Science (LSE) - Department of Finance and London School of Economics & Political Science (LSE) - Department of Finance
Downloads 113 (329,121)

Abstract:

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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: 17 May 2022
London Business School - Department of Finance, London School of Economics & Political Science (LSE) - Department of Finance and London School of Economics & Political Science (LSE) - Department of Finance
Downloads 105 (343,781)

Abstract:

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