Kangying Zhou

Yale School of Management

165 Whitney Ave

New Haven, CT 06511

  • Yale School of Management

SCHOLARLY PAPERS

2

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TOTAL CITATIONS
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Top 7,713

in Total Papers Citations

88

Scholarly Papers (2)

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1.

The Virtue of Complexity in Return Prediction

Downloads 9,826 ( 1,265)
Citation 86

The Virtue of Complexity in Return Prediction

Swiss Finance Institute Research Paper No. 21-90, Journal of Finance, forthcoming
Number of pages: 141 Posted: 15 Dec 2021 Last Revised: 20 Oct 2023
Bryan T. Kelly, Semyon Malamud and Kangying Zhou
Yale SOM, Ecole Polytechnique Federale de Lausanne and Yale School of Management
Downloads 9,707 (1,287)
Citation 79

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Portfolio choice, machine learning, random matrix theory, benign overfit, overparameterization

The Virtue of Complexity in Return Prediction

NBER Working Paper No. w30217
Number of pages: 116 Posted: 08 Jul 2022 Last Revised: 26 Jul 2023
Bryan T. Kelly, Semyon Malamud and Kangying Zhou
Yale SOM, Ecole Polytechnique Federale de Lausanne and Yale School of Management
Downloads 115 (531,355)
Citation 6

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The Virtue of Complexity in Return Prediction

CEPR Discussion Paper No. DP17194
Number of pages: 103 Posted: 27 May 2022
Bryan T. Kelly, Semyon Malamud and Kangying Zhou
Yale SOM, Ecole Polytechnique Federale de Lausanne and Yale School of Management
Downloads 4 (1,389,109)
Citation 1
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benign overfit, Machine Learning, overparameterization, Portfolio choice, random matrix theory

2.

The Virtue of Complexity Everywhere

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Citation 2

The Virtue of Complexity Everywhere

Number of pages: 43 Posted: 25 Jul 2022
Bryan T. Kelly, Semyon Malamud and Kangying Zhou
Yale SOM, Ecole Polytechnique Federale de Lausanne and Yale School of Management
Downloads 2,946 (9,370)
Citation 1

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Portfolio choice, machine learning, random matrix theory, benign overfit, overparameterization

The Virtue of Complexity Everywhere

Swiss Finance Institute Research Paper No. 22-57
Number of pages: 45 Posted: 25 Jul 2022 Last Revised: 02 Aug 2022
Bryan T. Kelly, Semyon Malamud and Kangying Zhou
Yale SOM, Ecole Polytechnique Federale de Lausanne and Yale School of Management
Downloads 604 (96,686)
Citation 1

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Portfolio choice, machine learning, random matrix theory, benign overfit, overparameterization