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    • 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 Econ…
      C++
      GNU General Public License v3.0
      51320Updated Mar 13, 2025Mar 13, 2025
    • This folder is to share the test assets and factors generated by Panel Trees in paper "Growing the Efficient Frontier on Panel Trees."
      1600Updated Oct 15, 2024Oct 15, 2024
    • Equity return and characteristics of China A-Share market
      Python
      GNU General Public License v3.0
      132800Updated Dec 21, 2023Dec 21, 2023
    • C++
      172900Updated Dec 15, 2023Dec 15, 2023