asset-pricing

There are 50 repositories under asset-pricing topic.

  • Factor-Momentum-Reversal-and-Turning-Point

    Language:Jupyter Notebook

  • FactorMAP

    Estimation and inference for factor models in Asset Pricing.

    Language:C++1

  • riskPremium

    Risk Premia Estimation (FamaMacbeth and Three-pass)

    Language:Python1

  • RoughnessEstimation

    Repository of the 'Pricing under Rough Volatility Models' Student Lab

    Language:Jupyter Notebook1

  • Financas-Quantitativas---Python

    Este repositório contém projetos e análises de Finanças Quantitativas, abrangendo desde modelagem de preços de ativos até otimização de portfólio. Utiliza-se Python para análise de dados, modelagem estatística e visualização.

    Language:Jupyter Notebook1

  • PORTFOLIO-ASSET-PRICING

    Financial Portfolios, Modern Portfolio Theory, and Asset Pricing

    Language:Jupyter Notebook1

  • Empirical-Asset-Pricing

    The repository documents the implementation of Portfolio Analysis from 'Empirical asset pricing' using Python

    Language:Python

  • asset-pricing-fe5213

    Asset pricing models for deterministic, gaussian, markov chains, etc

    Language:Jupyter Notebook

  • interpolating-neural-networks

    Interpolating Neural Networks in Asset Pricing Data. Supports Distributed Training in TensorFlow.

    Language:Python

  • ARK_ETF_Anaylsis

    This code was written for my Linear Algebra capstone project. I analyze the performance of ARK Invest, an investment firm specializing in actively managed Exchange Traded Funds (ETFs). My analysis is motivated by the broader debate over whether active investors can generate superior returns to passive funds.

    Language:Python

  • thesis_paper

    thesis research on applying deep learning in asset pricing with Generative Adversarial Model

    Language:TeX