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grs-test

Here are 2 public repositories matching this topic...

idjoannachen / Quantitative-Investing

MGT 595 coursework

capm mean-variance-analysis market-efficiency momentum-trading-strategy risk-factor-models grs-test

Updated Dec 1, 2020
Jupyter Notebook

SteffenGue / GRS_Test

Script to perform the asset pricing test of Gibbons, Ross, and Shanken (1989)

python finance asset-pricing capm fama-french grs-test

Updated Nov 22, 2022
Python

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