Skip to content

morreichert/finm-portfolio-2021

Folders and files

NameName
Last commit message
Last commit date

Latest commit

 

History

59 Commits
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 

Repository files navigation

FINM 36700: Portfolio Theory and Risk Management

Autumn 2021

This is the repo for all code corresponding to the course, published by the instructor or teaching assistants.

solutions

  • Homework Solutions, created by the Teaching Assistants
  • Hopmework Discussions, created by the Instructor

data

  • Data sets supporting the Solutions folder code.
  • The data sets are small enough that it is not a problem to track them in git

build_data

  • This folder provides notebooks used to build all the homework data sets.
  • They are provided for those interested in how to get and organize data directly.
  • At some point in the future, the data folder may be removed, requiring users to generate the data files from these notebooks.

cmds

  • Supporting functions routinely used in the code.
  • For this course, it consists of a single file, portfolio.py
  • A few demos make use of an unpublished file in this folder, factor_pricing.py. This file is not provided, but you can still see the results of the factor pricing demos.

demos

  • A few coding demonstrations used in class.
  • Most of our in-class discussions revolve around the Homework Discussion notebooks in solutions.

About

No description, website, or topics provided.

Resources

License

Stars

Watchers

Forks

Releases

No releases published

Packages

No packages published

Contributors 3

  •  
  •  
  •