Hao Ma
Lugano
Verfügbarkeitsdatum
01.07.2022
Directeur de thèse
Patrick Gagliardini
Research Interests
Financial econometrics, machine learning, asset pricing, and the Chinese financial market
Articles de recherche
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.
Langues parlées
English, Chinese