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fama-macbeth

Here are 4 public repositories matching this topic...

bashtage / linearmodels

Additional linear models including instrumental variable and panel data models that are missing from statsmodels.

Updated Nov 29, 2024
Python

bradleyboyuyang / Empirical-Finance

Fama-French models, idiosyncratic volatility, event study

capm fama-macbeth investment-analysis efficient-frontier multifactor-model empirical-finance event-studies

Updated Jul 16, 2022
Jupyter Notebook

cat1220 / Factor-Model-and-Backtest

Factor Modeling

backtesting-trading-strategies fama-macbeth factor-model

Updated Jan 29, 2023
Jupyter Notebook

dacianpeng / Fama-Macbeth-1973-Risk-Return-and-Equilibrium-Empirical-Tests-reproduce

finance fama-macbeth

Updated Jul 7, 2022
Jupyter Notebook

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