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Multi-beta estimation of U.S. stock returns using Arbitrage Pricing Theory with macroeconomic and Fama-French risk factors

arbitrage-pricing fama-french multi-beta python

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Name		Name	Last commit message	Last commit date
AP_APT.ipynb		AP_APT.ipynb
AP_Multi_Beta_Relationship_Estimation_Using_APT_and_US_stocks.pdf		AP_Multi_Beta_Relationship_Estimation_Using_APT_and_US_stocks.pdf
LICENSE		LICENSE
README.md		README.md

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Multi-beta estimation of U.S. stock returns using Arbitrage Pricing Theory with macroeconomic and Fama-French risk factors

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Multi-beta estimation of U.S. stock returns using Arbitrage Pricing Theory with macroeconomic and Fama-French risk factors

arbitrage-pricing fama-french multi-beta python

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