Hao Ma
Lugano
Availability date
01.07.2022
Thesis Advisor
Patrick Gagliardini
Research Interests
Financial econometrics, machine learning, asset pricing, and the Chinese financial market
Research Papers
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.
Languages
English, Chinese