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FENG Guanhao Gavin

Assistant Professor of Statistics

City University of Hong Kong

College of Business

Biography

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).

Feng’s research work has been published or accepted at the Journal of Finance and Journal of Econometrics. His research work has received major academic and practitioner awards, including the 2018 AQR Insight Award, 2nd Prize of the 2019 Crowell Prize, Unigestion Alternative Risk Premia Research Grant Award, INQUIRE Europe Research Grant Award, and PwC 3535 Finance Forum Annual Best Paper Award. Also, Feng has been invited to present at major academic conferences (AFA, CICF, Informs, and SoFie) and practitioner conferences (CQAsia, Wolfe Research, and INQUIRE Europe).

Feng obtained his PhD and MBA degrees from the University of Chicago in 2017. His research interests include financial time series, empirical asset pricing, machine learning, and quantitative finance.

Interests

  • Financial econometrics
  • Empirical asset pricing
  • Machine learning
  • Quantitative finance

Education

  • PhD in Business Administration, 2017

    University of Chicago, Booth School of Business

  • B.S. in Economics and Mathematics, 2012

    Penn State University, Schreyer Honors College

Research

Publications:

Working Papers:

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