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risk-premium
Here are 7 public repositories matching this topic...
An R package for Factor Model Asset Pricing
finance rcpparmadillo factor-models risk-premium factor-selection identification-tests misspecification
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Jul 29, 2024 - HTML
MSc Dissertation on Credit Risk Modeling
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May 15, 2018 - Python
Bayesian Fama-MacBeth
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Nov 25, 2024 - Python
Risk Premia Estimation (FamaMacbeth and Three-pass)
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Jul 8, 2024 - Python
The Impact of Sectoral Risk Premium and Macroeconomic Indicators on the Equity Risk Premia of U.S. Financial Stocks.
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Nov 3, 2022
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