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  • Wuhan University

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  1. Replication_of_DM_2016 Replication_of_DM_2016 Public

    Replication of Main results of DM(2016) "Momentum Crashes"

    Jupyter Notebook 2

  2. Replication_of_Han_2021 Replication_of_Han_2021 Public

    Replication of Main results of Han(2021) "Bimodal Characteristic Returns and Predictability Enhancement via Machine Learning"

    Jupyter Notebook 2

  3. Replication_of_JT_1993 Replication_of_JT_1993 Public

    Replication of Main results of classical momentum paper, JT(1993) "Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency"

    Jupyter Notebook 2

  4. Replication-of-DeMiguel-2024 Replication-of-DeMiguel-2024 Public

    Replication of main results of the manuscript "A Multifactor Perspective on Volatility-Managed Portfolios".

    Jupyter Notebook

  5. Replication-of-Lassance-2024 Replication-of-Lassance-2024 Public

    Replication of main results of the manuscript "The risk of expected utility under parameter uncertainty".

    Python

  6. Replication-of-Baule-2019 Replication-of-Baule-2019 Public

    Replication of main results of the manuscript "Markowitz with regret".

    Jupyter Notebook