wangy8989/Active-Portfolio-Management
factor return calculation, mean-variance / Black&Litterman portfolio optimization, risk decomposition
Jupyter Notebook
Stargazers
- 523aSequora
- aarongilmanIndependent Financial Partners
- alexhokanson1979NYC
- ashkanvakil
- David-SchnurrZurich, Switzerland
- dirtybyte
- DonJon86
- Fedal0820
- FHamster
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- Hiroto555
- huisanchiamMalaysia
- karlyangqu
- kiloppertry
- kyle8370
- lnsongxfSun Yat-Sen University
- madquirk-hash
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- sfulger
- SherryCW
- shubhamjw1039k Group
- suthinan-kanchai
- wangy8989HKU, SUSTech Risks-X
- zhanghaitao1