theisij

ReplicationCrisis

Code for "Is There a Replication Crisis in Finance" by Jensen, Kelly and Pedersen (2023)

Factors-and-Citations

GlobalFactor

implied-cost-of-capital

Code to generate the implied cost of capital measures used in Eskildsen, Ibert, Jensen, and Pedersen (2024)

ml-and-the-implementable-efficient-frontier

Code repository for "Machine Learning and the Implementable Efficient Frontier" by Jensen, Kelly, Malamud, and Pedersen (2024)

theisij/implied-cost-of-capital

Code to generate the implied cost of capital measures used in Eskildsen, Ibert, Jensen, and Pedersen (2024)

theisij/GlobalFactor

theisij/Factors-and-Citations

theisij/ml-and-the-implementable-efficient-frontier

Code repository for "Machine Learning and the Implementable Efficient Frontier" by Jensen, Kelly, Malamud, and Pedersen (2024)