Alternatives and similar repositories for An-Empirical-Study-of-CAPM:

Users that are interested in An-Empirical-Study-of-CAPM are comparing it to the libraries listed below

• teal0range / FF5
  一个基于中国市场的Fama-French五因子实证研究
  ☆35Updated 2 years ago
• Tingqin-D / basic_codes_for_quant
  ☆57Updated last year
• whyecofiliter / EAP
  empirical asset pricing
  ☆45Updated last year
• kristina969 / Empirical-Asset-Pricing-via-Machine-Learning-Evidence-from-the-German-Stock-Market
  Machine learning methods for identifing investment factors
  ☆18Updated 2 years ago
• jrothschild33 / Black-Litterman-Model
  使用Python复现Black-Litterman模型。Black-Litterman模型创造性地采用贝叶斯方法将投资者对预期收益的主观看法与资产的市场均衡收益相结合，有效地解决了Markowitz均值-方差模型中投资者难以准确估计各个投资品种预期收益率、以及其权重对预期收…
  ☆140Updated 4 years ago
• YangShuiShui / Article-Reproduce-Emperical-Asset-Pricing-via-Machine-Learning-RFS2020
  RFS2020年论文Emperical asset pricing via machine learning复现
  ☆21Updated 3 years ago
• nkuguanrui / FamaFrenchThreeFacorModel
  FamaFrench(1992)论文复现;FamaFrench三因子模型；python
  ☆30Updated 4 years ago
• dkl0707 / factor_backtest
  因子回测框架
  ☆106Updated last year
• Quantactix / ChinaAShareEquityCharacteristics
  Equity return and characteristics of China A-Share market
  ☆14Updated last year
• ShiliangZhang-nku / Barra_CNE6
  Barra CNE6 因子构建
  ☆276Updated 5 years ago
• hansihuang2016 / Barra-Multiple-factor-risk-model
  Barra-Multiple-factor-risk-model
  ☆133Updated 7 years ago
• htdai / Campisi-Fixed-Income-Performance-Attribution-Model
  Campisi纯债型基金业绩归因模型程序，适用于中国市场，需要有Wind的API接口权限
  ☆39Updated last year
• xiubooth / ML_Codes
  Empirical Data and Some Simulation Codes
  ☆101Updated 5 years ago
• industry-report / huatai-finengi-report
  华泰金工研究报告
  ☆160Updated 2 years ago
• WHUFT / ML-Quantamental
  Machine Learning-Driven Quantamental Investing
  ☆127Updated 4 years ago
• WencaiZheng / fix-income-quant-trading
  some interest rate models such as Vasicek and dynamic Nelson-Siegel model
  ☆16Updated 4 years ago
• RichardS0268 / Autoencoder-Asset-Pricing-Models
  Reimplementation of Autoencoder Asset Pricing Models (GKX, 2019)
  ☆77Updated 8 months ago
• jasonzy121 / Deep_Learning_Asset_Pricing
  ☆69Updated 2 years ago
• PHBS / MLF
  Machine Learning for Finance: 2019-20 Module 3 (Spring 2020)
  ☆69Updated 10 months ago
• iankhr / fintools
  The code implements FamaMacbeth regression as in Fama & MacBeth (1973)
  ☆20Updated 5 years ago
• UePG-21 / Barra-risk-model
  Implemented some mathematical processings used in the Barra risk model
  ☆25Updated last year
• xueyongtu / ML-AC
  ☆28Updated last year
• WHUFT / WHU_FinTech_Workshop
  武汉大学金融科技研讨班
  ☆305Updated this week
• xhlgogo / Quantitative-Investment-Trading-system
  中国人民大学财政金融学院“金融计量与量化策略分析”课程与“量化投资交易策略分析与系统设计”课程。
  ☆215Updated 11 months ago
• A-cyan / iVIX
  上证50ETF波动率指数
  ☆11Updated last year
• coamo2 / Barra
  Barra Multifactor Model
  ☆137Updated 4 years ago
• YTZzzzz / Barra_CNE5
  Provide risk forecasts by Barra China Equity Model
  ☆162Updated 6 years ago
• changshun / Barra-Model
  An internship project: Implement Barra model to take risk or style factor attribution based on multi-factor model.
  ☆63Updated 7 years ago
• LouisChen1992 / Deep_Learning_in_Asset_Pricing
  https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3350138
  ☆124Updated 3 years ago