-
Notifications
You must be signed in to change notification settings - Fork 1
University Project: constructing portfolios by blending different types of factor portfolios (low-beta, value, and momentum). We investigate different techniques to weight our portfolio and calculating a combined score.
anthonyli01/Multi-Factor-Portfolios
Folders and files
| Name | Name | Last commit message | Last commit date | |
|---|---|---|---|---|
About
University Project: constructing portfolios by blending different types of factor portfolios (low-beta, value, and momentum). We investigate different techniques to weight our portfolio and calculating a combined score.
Topics
Stars
Watchers
Forks
Releases
No releases published
Packages 0
No packages published