Kangying Zhou

Yale School of Management

165 Whitney Ave

New Haven, CT 06511

SCHOLARLY PAPERS

2

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Scholarly Papers (2)

1.
Downloads 8,540 ( 1,396)
Citation 45

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 8,487 (1,394)
Citation 40

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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 50 (731,221)
Citation 5

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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 3 (1,163,419)
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benign overfit, Machine Learning, overparameterization, Portfolio choice, random matrix theory

2.
Downloads 2,349 (11,914)
Citation 1

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 1,913 (16,176)
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 436 (124,222)
Citation 1

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