https://github.com/hvass-labs/finance-papers
Archive of my research papers in finance
https://github.com/hvass-labs/finance-papers
finance investing portfolio-optimization stocks
Last synced: 3 months ago
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Archive of my research papers in finance
- Host: GitHub
- URL: https://github.com/hvass-labs/finance-papers
- Owner: Hvass-Labs
- License: mit
- Created: 2020-04-17T13:13:41.000Z (over 5 years ago)
- Default Branch: master
- Last Pushed: 2024-10-18T10:55:30.000Z (about 1 year ago)
- Last Synced: 2025-02-05T03:38:57.089Z (9 months ago)
- Topics: finance, investing, portfolio-optimization, stocks
- Homepage:
- Size: 69.9 MB
- Stars: 35
- Watchers: 4
- Forks: 9
- Open Issues: 0
-
Metadata Files:
- Readme: README.md
- License: LICENSE
Awesome Lists containing this project
README
# Finance Papers
This is an archive of my research papers in finance.
## Simple Portfolio Optimization That Works!
- [Paper](https://github.com/Hvass-Labs/Finance-Papers/raw/master/pedersen2021simple-portfolio-optimization.pdf)
- [Data and Python Source-Code](https://github.com/Hvass-Labs/FinanceOps/blob/master/Paper_Simple_Portfolio_Optimization.ipynb)
- [InvestOps Python package](https://github.com/Hvass-Labs/InvestOps)
- [Video](https://youtu.be/5--5Ydtbu1Y)
## Fast Portfolio Diversification
- [Paper](https://github.com/Hvass-Labs/Finance-Papers/raw/master/pedersen2022fast-portfolio-diversification.pdf)
- [Data and Python Source-Code](https://github.com/Hvass-Labs/FinanceOps/blob/master/Paper_Fast_Portfolio_Diversification.ipynb)
- [InvestOps Python package](https://github.com/Hvass-Labs/InvestOps)
- [Video](https://youtu.be/5--5Ydtbu1Y)
## Portfolio Group Constraints
- [Paper](https://github.com/Hvass-Labs/Finance-Papers/raw/master/pedersen2022portfolio-group-constraints.pdf)
- [Data and Python Source-Code](https://github.com/Hvass-Labs/FinanceOps/blob/master/Paper_Portfolio_Group_Constraints.ipynb)
- [InvestOps Python package](https://github.com/Hvass-Labs/InvestOps)
## Long-Term Stock Forecasting
- [Paper](https://github.com/Hvass-Labs/Finance-Papers/raw/master/pedersen2020long-term_stock_forecasting.pdf)
- [Data and Python Source-Code](https://github.com/Hvass-Labs/FinanceOps/blob/master/Paper_Long-Term_Stock_Forecasting.ipynb)
- [InvestOps Python package](https://github.com/Hvass-Labs/InvestOps)
- [Videos](https://www.youtube.com/playlist?list=PL9Hr9sNUjfsnzc1XrcXOl1PDLm6ESUAE1)
## Share *Buyback* Valuation
- [Full Treatise](https://github.com/Hvass-Labs/Finance-Papers/raw/master/pedersen2012share-buyback.pdf)
- [Shorter Introduction](https://github.com/Hvass-Labs/Finance-Papers/raw/master/pedersen2013share-buyback-intro.pdf)
- [Spreadsheet](https://github.com/Hvass-Labs/Finance-Papers/raw/master/share-buyback.xlsx)
- [Videos](https://www.youtube.com/playlist?list=PL9Hr9sNUjfsk2b8Y-MFU6W_rnCgwN51Ef)
## Share *Issuance* Valuation
- [Paper](https://github.com/Hvass-Labs/Finance-Papers/raw/master/pedersen2024share-issuance-valuation-simulation.pdf)
## Does Volatility Harvesting Really Work?
- [Paper](https://github.com/Hvass-Labs/Finance-Papers/raw/master/pedersen2021volatility-harvesting.pdf)
- [Data and Python Source-Code](https://github.com/Hvass-Labs/FinanceOps/blob/master/Paper_Volatility_Harvesting.ipynb)
- [Video](https://youtu.be/t0AxhyQRRvM)
## S&P 500
- [Layman's Guide to Investing in the S&P 500](https://github.com/Hvass-Labs/Finance-Papers/raw/master/pedersen2015layman-sp500.pdf)
- [Spreadsheet for Retirement Planning](https://github.com/Hvass-Labs/Finance-Papers/raw/master/pedersen2015layman-sp500.xlsx)
- [Strategies for Investing in the S&P 500](https://github.com/Hvass-Labs/Finance-Papers/raw/master/pedersen2015strategies-sp500.pdf)
- [Comparison of U.S. Stock Indices](https://github.com/Hvass-Labs/Finance-Papers/raw/master/pedersen2015us-stock-comparison.pdf)
## Portfolio Optimization and Monte-Carlo Simulation
- [Paper](https://github.com/Hvass-Labs/Finance-Papers/raw/master/pedersen2014portfolio-optimization.pdf)
- [Data and R Source-Code](https://github.com/Hvass-Labs/Finance-Papers/raw/master/pedersen2014portfolio-optimization.zip)
- [Spreadsheet](https://github.com/Hvass-Labs/Finance-Papers/raw/master/pedersen2014portfolio-optimization.xlsx)
## Monte Carlo Simulation in Financial Valuation
- [Paper](https://github.com/Hvass-Labs/Finance-Papers/raw/master/pedersen2013monte-carlo.pdf)
- [Data and R Source-Code](https://github.com/Hvass-Labs/Finance-Papers/raw/master/pedersen2013monte-carlo.zip)