Dr. FENG Guanhao Gavin (馮冠豪博士)

Ph.D. - Business Administration (University of Chicago)
M.B.A. - Economics and Finance (University of Chicago)
B.S. - Mathematics (Penn State University)
B.S. - Economics (Penn State University)

Assistant Professor

Dr. FENG Guanhao Gavin (馮冠豪博士)

Contact Information

Address: 7-276, Lau Ming Wai Academic Building
City University of Hong Kong
Phone: +852 34428346
Fax: +852 34420189
Personal Web:
Public CV: Download

Research Areas

  • Financial econometrics
  • Empirical asset pricing
  • Machine learning
  • FinTech

Guanhao (Gavin) Feng is an assistant professor of business statistics at the City University of Hong Kong. He is also the program leader of MSc. in Business Data Analytics (Quantitative Analysis for Business stream), a faculty affiliate at the School of Data Science, and a Co-PI in the Lab for AI-Powered FinTech. Gavin's research publications have appeared in the Journal of Finance and Journal of Econometrics.  He has been invited to present at major academic conferences and international investment professional conferences. Gavin obtained his Ph.D. and MBA degrees from the University of Chicago in 2017. His research interests include financial econometrics, empirical asset pricing, machine learning, and fintech.


Award Title Institution
PwC 3535 Finance Forum Annual Best Paper Award PwC Mainland China & Hong Kong
Crowell Prize, Second Prize PanAgora Asset Management
INQUIRE Europe Research Grant Award INQUIRE Europe
AQR Insight Award, First Prize AQR Capital Management
Unigestion Alternative Risk Premia Research Grant Award Paris-Dauphine House of Finance

Research Grant

  • PI: "Textual Analysis of Corporate Bond Market", General Research Fund - Hong Kong Research Grants Council , Amount: $693,824 (2022-2024) , Guanhao Feng, Junbo Wang, Xin He
  • PI: "A Bayesian Hierarchical Approach in Asset Pricing", Strategic Research Grant - City University of Hong Kong , Amount: 100,000 HKD (2020-2022) , Guanhao Feng
  • PI: "A Deep-Learning Approach in Asset-Pricing Anomalies", Early Career Scheme - Hong Kong Research Grants Council , Amount: 373,349 HKD (2019-2021) , Guanhao Feng
  • PI: "Factor Investing: Hierarchical Ensemble Learning", Strategic Research Grant - City University of Hong Kong , Amount: 100,000 HKD (2019-2021) , Guanhao Feng
  • PI: "Data Science in Marketing", Start-up Grant - City University of Hong Kong , Amount: 300,000 HKD (2018-2020) , Guanhao Feng

Teaching Activities (current academic year)

Academic Year Level Title
2021-2022 Postgraduate Degree Statistical Data Analysis

Administrative Assignments

Period Name Position
2020 - Now MSc in Business Data Analytics Programme Leader
2019 - 2020 BSc Computational Finance and Financial Technology Deputy Programme Leader


Journal Publications and Reviews