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Kohn-D.-Leibovici-F.-Tretvoll-H.-2021-Replication
Kohn-D.-Leibovici-F.-Tretvoll-H.-2021-Replication PublicMATLAB
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PortfolioLab
PortfolioLab PublicOpen-source portfolio optimization platform (Markowitz & Black-Litterman) with stock analysis, built on Streamlit + PyPortfolioOpt. Educational.
Python
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cprhs-productivity-shocks
cprhs-productivity-shocks PublicReplication and extension of Caliendo, Parro, Rossi-Hansberg & Sarte (REStud 2018)
MATLAB
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