https://github.com/pietrozanotta/dbbpy

Replication package to recover a bound on ex-ante dispersion of beliefs from assets prices
https://github.com/pietrozanotta/dbbpy

Last synced: 1 day ago
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Replication package to recover a bound on ex-ante dispersion of beliefs from assets prices

• Host: GitHub
• URL: https://github.com/pietrozanotta/dbbpy
• Owner: PietroZanotta
• License: mit
• Created: 2024-07-16T09:47:28.000Z (5 months ago)
• Default Branch: master
• Last Pushed: 2024-08-22T08:58:57.000Z (4 months ago)
• Last Synced: 2024-11-21T20:03:07.449Z (about 1 month ago)
• Language: C++
• Homepage: https://pietro-zanottas-organization.gitbook.io/dbb
• Size: 35.3 MB
• Stars: 0
• Watchers: 1
• Forks: 0
• Open Issues: 0
• Metadata Files:
  • Readme: README.md
  • License: LICENSE

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README

        
# DBBPY

DBBPY is a Python package replicating the method to recover a bound on ex-ante dispersion of beliefs from asset prices with minimal assumptions detailed in Pazarbasi, Altan and Schneider, Paul Georg and Vilkov, Grigory, Dispersion of Beliefs Bounds: Sentimental Recovery (October 31, 2019). Swiss Finance Institute Research Paper No. 19-57, Management Science, forthcoming, Available at SSRN: https://ssrn.com/abstract=3478587 or http://dx.doi.org/10.2139/ssrn.3478587. 

For more information, refer to the [documentation](https://pietro-zanottas-organization.gitbook.io/dbb).