mean-variance-model
There are 13 repositories under mean-variance-model topic.
gzj1992/Portfolio_Construction
Portfolio Construction Functions under the Basic Mean_Variance Model, the Factor Model and the Black_Litterman Model.
xixi0222/Stock-Risk-Return-Analysis
Implement CER Model & Single Index Model with Point Estimation & Interval Estimation. Use Classical method & Non-parametric Bootstrap (Percentile method, T method).
niekdt/meanvar-clustering-longitudinal-data
Supplementary materials for the manuscript "Latent-class trajectory modeling with a heterogeneous mean-variance relation" by N. G. P. Den Teuling, F. Ungolo, S.C. Pauws, and E.R. van den Heuvel