karlp-asrs
Chief Investment Officer Arizona State Retirement System
Arizona State Retirement SystemPhoenix, AZ
Pinned Repositories
asrstest
test repository to get git to work
board_meeting_slides
bootstrap_example
example of bootstrap calculation
cash_is_an_asset_class
Cash as an asset class. CAPM versus multiple regression portfolio analysis.
cone_chart_private
Create a cone chart for calculating an investment measured with IRR
DB_R_Testing_Environment
Use this to ensure data frames do necessary work
e2_study
study of e2 returns
factorupdate
Update factor study
liqu_lev
Liquidity and Leverage model
pepb
Price to Equity, Price to Book and Volatility on major indices compared to long run moving averages
karlp-asrs's Repositories
karlp-asrs/pepb
Price to Equity, Price to Book and Volatility on major indices compared to long run moving averages
karlp-asrs/asrstest
test repository to get git to work
karlp-asrs/board_meeting_slides
karlp-asrs/bootstrap_example
example of bootstrap calculation
karlp-asrs/cash_is_an_asset_class
Cash as an asset class. CAPM versus multiple regression portfolio analysis.
karlp-asrs/cone_chart_private
Create a cone chart for calculating an investment measured with IRR
karlp-asrs/DB_R_Testing_Environment
Use this to ensure data frames do necessary work
karlp-asrs/e2_study
study of e2 returns
karlp-asrs/factorupdate
Update factor study
karlp-asrs/liqu_lev
Liquidity and Leverage model
karlp-asrs/one-offs
some one off studies
karlp-asrs/performance
karlp-asrs/rebal_model
Modeling portfolio rebalance with trading cost and trend considerations
karlp-asrs/sep_acct_admin
karlp-asrs/sp600
S&P 600 analysis
karlp-asrs/value_study
Performance of value stocks recently