Selected Publications
| Project Title | PC/PI (or Co-I) | Funding Scheme | Start Year |
|---|---|---|---|
| 高维截面数据的个体异质性与时变机制异质性的统一分析方法与在资本资产定价中的应用 | Liyuan Cui | NSFC | 2025 |
| Are asset pricing models sparse? | Jingyu He | GRF | 2025 |
| Illusion Of Stock Return Predictability: Find the Heterogeneity | Jingyu He | NSFC | 2025 |
| Time-Varying Coefficient Modeling for Factor Selection in Asset Pricing | Guanhao Feng, Xiao Qiao (Co-I) | GRF | 2024 |
| Estimating and Testing Time Variation Modeling Misspecification | Liyuan Cui, Guanhao Feng (Co-I) | GRF | 2024 |
| Regression Tree for Portfolio Optimization and Imbalanced Data | Jingyu He, Guanhao Feng (Co-I) | GRF | 2023 |
| Capital Market Opening and Risk Management: Evidence from Mainland-Hong Kong Stock Connect | Guanhao Feng | NSFC | 2023 |