Tengjia Shu

University of Iowa - Department of Finance

Iowa City, IA 52242-1000

United States

http://www.tengjiashu.com

  • University of Iowa - Department of Finance

SCHOLARLY PAPERS

3

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579

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“  My main research interests are investment, asset pricing and machine learning.  ”

  • University of Iowa - Department of Finance

Scholarly Papers (3)

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1.

Identifying Signals of the Cross Section of Stock Returns

Number of pages: 97 Posted: 04 Aug 2021 Last Revised: 01 Mar 2023
Tengjia Shu and Ashish Tiwari
University of Iowa - Department of Finance and University of Iowa
Downloads 482 (92,593)

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Factor Zoo, Anomalies, Stochastic Discount Factor, Bayesian Inference, Machine Learning, Ensemble-of-Trees

2.

Evaluating Hedge Funds with Machine Learning-Based Benchmarks

Number of pages: 67 Posted: 28 Sep 2022
Tengjia Shu and Ashish Tiwari
University of Iowa - Department of Finance and University of Iowa
Downloads 81 (460,642)

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Hedge Fund, Investment, Bayesian Inference, Machine Learning, Regression Trees

3.

From Stock Return Predictability To Mutual Fund Performance: A Machine-learning Approach

Number of pages: 71 Posted: 28 Sep 2022 Last Revised: 28 Feb 2023
Tengjia Shu
University of Iowa - Department of Finance
Downloads 16 (813,792)

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Mutual Funds, Performance Evaluation, Anomalies, Factor Zoo, Machine Learning