Jiantao Huang

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

Houghton St, Holborn

London, WC2A 2AE

Great Britain

SCHOLARLY PAPERS

2

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Top 39,600

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1,385

SSRN CITATIONS

6

CROSSREF CITATIONS

2

Scholarly Papers (2)

1.

Bayesian Solutions for the Factor Zoo: We Just Ran Two Quadrillion Models

Number of pages: 61 Posted: 04 Dec 2019 Last Revised: 08 Jul 2020
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 1,321 (17,575)
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.

Online Appendix for Bayesian Solutions for the Factor Zoo: We Just Ran Two Quadrillion Models

Number of pages: 40 Posted: 04 Aug 2020
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 64 (405,840)

Abstract:

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