Hao Ma
Lugano
Verfügbarkeitsdatum
01.07.2022
Betreuer der Diplomarbeit
Patrick Gagliardini
Research Interests
Financial econometrics, machine learning, asset pricing, and the Chinese financial market
Forschungsarbeiten
Ma, H. (2021). Conditional Latent Factor Model Via Structured Neural Networks. Working Paper.
Gagliardini, P., & Ma, H. (2019). Extracting statistical factors when betas are time-varying. Working Paper. Retrieved from https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3426534
Ma, H., & Sandulescu, M. (2021). The AH Premium Puzzle. Working paper.
Sprachen
English, Chinese