{"id":15654752,"url":"https://github.com/hvass-labs/finance-papers","last_synced_at":"2026-02-23T23:37:56.115Z","repository":{"id":129937921,"uuid":"256506996","full_name":"Hvass-Labs/Finance-Papers","owner":"Hvass-Labs","description":"Archive of my research papers in 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[Paper](https://github.com/Hvass-Labs/Finance-Papers/raw/master/pedersen2021simple-portfolio-optimization.pdf)\n\n- [Data and Python Source-Code](https://github.com/Hvass-Labs/FinanceOps/blob/master/Paper_Simple_Portfolio_Optimization.ipynb)\n\n- [InvestOps Python package](https://github.com/Hvass-Labs/InvestOps)\n\n- [Video](https://youtu.be/5--5Ydtbu1Y)\n\n\n## Fast Portfolio Diversification\n\n- [Paper](https://github.com/Hvass-Labs/Finance-Papers/raw/master/pedersen2022fast-portfolio-diversification.pdf)\n\n- [Data and Python Source-Code](https://github.com/Hvass-Labs/FinanceOps/blob/master/Paper_Fast_Portfolio_Diversification.ipynb)\n\n- [InvestOps Python package](https://github.com/Hvass-Labs/InvestOps)\n\n- [Video](https://youtu.be/5--5Ydtbu1Y)\n\n\n## Portfolio Group Constraints\n\n- [Paper](https://github.com/Hvass-Labs/Finance-Papers/raw/master/pedersen2022portfolio-group-constraints.pdf)\n\n- [Data and Python Source-Code](https://github.com/Hvass-Labs/FinanceOps/blob/master/Paper_Portfolio_Group_Constraints.ipynb)\n\n- [InvestOps Python package](https://github.com/Hvass-Labs/InvestOps)\n\n\n## Long-Term Stock Forecasting\n\n- [Paper](https://github.com/Hvass-Labs/Finance-Papers/raw/master/pedersen2020long-term_stock_forecasting.pdf)\n\n- [Data and Python Source-Code](https://github.com/Hvass-Labs/FinanceOps/blob/master/Paper_Long-Term_Stock_Forecasting.ipynb)\n\n- [InvestOps Python package](https://github.com/Hvass-Labs/InvestOps)\n\n- [Videos](https://www.youtube.com/playlist?list=PL9Hr9sNUjfsnzc1XrcXOl1PDLm6ESUAE1)\n\n\n## Share *Buyback* Valuation\n\n- [Full Treatise](https://github.com/Hvass-Labs/Finance-Papers/raw/master/pedersen2012share-buyback.pdf)\n\n- [Shorter Introduction](https://github.com/Hvass-Labs/Finance-Papers/raw/master/pedersen2013share-buyback-intro.pdf)\n\n- [Spreadsheet](https://github.com/Hvass-Labs/Finance-Papers/raw/master/share-buyback.xlsx)\n\n- [Videos](https://www.youtube.com/playlist?list=PL9Hr9sNUjfsk2b8Y-MFU6W_rnCgwN51Ef)\n\n\n## Share *Issuance* Valuation\n\n- [Paper](https://github.com/Hvass-Labs/Finance-Papers/raw/master/pedersen2024share-issuance-valuation-simulation.pdf)\n\n\n## Does Volatility Harvesting Really Work?\n\n- [Paper](https://github.com/Hvass-Labs/Finance-Papers/raw/master/pedersen2021volatility-harvesting.pdf)\n\n- [Data and Python Source-Code](https://github.com/Hvass-Labs/FinanceOps/blob/master/Paper_Volatility_Harvesting.ipynb)\n\n- [Video](https://youtu.be/t0AxhyQRRvM)\n\n\n## S\u0026P 500\n\n- [Layman's Guide to Investing in the S\u0026P 500](https://github.com/Hvass-Labs/Finance-Papers/raw/master/pedersen2015layman-sp500.pdf)\n\n- [Spreadsheet for Retirement Planning](https://github.com/Hvass-Labs/Finance-Papers/raw/master/pedersen2015layman-sp500.xlsx)\n\n- [Strategies for Investing in the S\u0026P 500](https://github.com/Hvass-Labs/Finance-Papers/raw/master/pedersen2015strategies-sp500.pdf)\n\n- [Comparison of U.S. Stock Indices](https://github.com/Hvass-Labs/Finance-Papers/raw/master/pedersen2015us-stock-comparison.pdf)\n\n\n## Portfolio Optimization and Monte-Carlo Simulation\n\n- [Paper](https://github.com/Hvass-Labs/Finance-Papers/raw/master/pedersen2014portfolio-optimization.pdf)\n\n- [Data and R Source-Code](https://github.com/Hvass-Labs/Finance-Papers/raw/master/pedersen2014portfolio-optimization.zip)\n\n- [Spreadsheet](https://github.com/Hvass-Labs/Finance-Papers/raw/master/pedersen2014portfolio-optimization.xlsx)\n\n\n## Monte Carlo Simulation in Financial Valuation\n\n- [Paper](https://github.com/Hvass-Labs/Finance-Papers/raw/master/pedersen2013monte-carlo.pdf)\n\n- [Data and R Source-Code](https://github.com/Hvass-Labs/Finance-Papers/raw/master/pedersen2013monte-carlo.zip)\n","project_url":"https://awesome.ecosyste.ms/api/v1/projects/github.com%2Fhvass-labs%2Ffinance-papers","html_url":"https://awesome.ecosyste.ms/projects/github.com%2Fhvass-labs%2Ffinance-papers","lists_url":"https://awesome.ecosyste.ms/api/v1/projects/github.com%2Fhvass-labs%2Ffinance-papers/lists"}