Popular repositories Loading

1. TreeFactor TreeFactor Public

   C++ 29 16

2. ChinaAShareEquityCharacteristics ChinaAShareEquityCharacteristics Public

   Equity return and characteristics of China A-Share market

   Python 25 13

3. PTree PTree Public

   R package for Panel Tree method and replication file for the paper "Growing the Efficient Frontier on Panel Trees", forthcoming in the Journal of Financial Economics.

   C++ 10 2

4. P-Tree-Public-Data P-Tree-Public-Data Public

   This folder is to share the test assets and factors generated by Panel Trees in paper "Growing the Efficient Frontier on Panel Trees."

   6 1