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Portfolio Manager | Overlay & Quant Models
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Universal Investment
- Munich & Frankfurt am Main, Germany
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10:19
(UTC +01:00) - @YannickKae
- in/yannickkae
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Efficient-Tests-of-Stock-Return-Predictability
Efficient-Tests-of-Stock-Return-Predictability PublicThis R code implements the Bonferroni Q test from Yogo and Campbell's (2006) paper "Efficient Tests of Stock Return Predictability."
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Fund-Replication
Fund-Replication PublicThis repository provides a notebook for checking whether a fund or other security can be replicated by others.
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Evaluating-Investment-Strategies
Evaluating-Investment-Strategies PublicThis repository contains a collection of functions to evaluate investment strategies regarding multiple testing concerns.
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Interest-Rate-Simulation
Interest-Rate-Simulation PublicThis repository contains the code for the R Shiny tool "Interest Rate Simulation", an interactive tool for gaining intuition for one-factor equilibrium models.
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