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1. Efficient-Tests-of-Stock-Return-Predictability Efficient-Tests-of-Stock-Return-Predictability Public

   This R code implements the Bonferroni Q test from Yogo and Campbell's (2006) paper "Efficient Tests of Stock Return Predictability."

   3 1

2. Fund-Replication Fund-Replication Public

   This repository provides a notebook for checking whether a fund or other security can be replicated by others.

   Jupyter Notebook 5 2

3. Evaluating-Investment-Strategies Evaluating-Investment-Strategies Public

   This repository contains a collection of functions to evaluate investment strategies regarding multiple testing concerns.

   Python 10 1