daniel-titman
There are 1 repositories under daniel-titman topic.
ioannisrpt/DanielTitman1997
Replication of the methodology of Daniel and Titman (1997) for constructing pre-formation and constant-weight allocation Fama-French factors.
There are 1 repositories under daniel-titman topic.
Replication of the methodology of Daniel and Titman (1997) for constructing pre-formation and constant-weight allocation Fama-French factors.