ioannisrpt/DanielTitman1997
Replication of the methodology of Daniel and Titman (1997) for constructing pre-formation and constant-weight allocation Fama-French factors.
PythonGPL-3.0
Replication of the methodology of Daniel and Titman (1997) for constructing pre-formation and constant-weight allocation Fama-French factors.
PythonGPL-3.0