anusar80's repositories

Strategic-Asset-Allocation

Replication data and code for "Strategic Asset Allocation Revisited" published on Substack: https://policytensor.substack.com/p/strategic-asset-allocation-revisited.

Language:MATLABStargazers:4Issues:1Issues:0

GRS

GRS test statistic for asset pricing

Language:PythonStargazers:3Issues:1Issues:0

princing-the-term-structure-of-VIX

This code accompanies my post "Pricing the term-structure of VIX futures": https://policytensor.com/2020/09/23/pricing-the-term-structure-of-vix-futures-2/

Language:PythonStargazers:2Issues:1Issues:0
Language:Jupyter NotebookStargazers:1Issues:1Issues:0

Replication-data-and-code-for-racial-bias-in-fatal-police-shootings

We provide data and code for replicating our results documenting racial bias in fatal police shootings.

Language:PythonStargazers:1Issues:2Issues:0

Class-Signal

Replication data and python code for reproducing the results in "On the Class Gradient in Risk-Taking."

Language:PythonStargazers:0Issues:1Issues:0

CongressionalObjectors

This code replicates the results of "Are Congressmen who challenged the election results in thrall of Trump's base?" published on the PolicyTensor.com on Jan 13, 2021.

Language:PythonStargazers:0Issues:1Issues:0

COVID-states

Code and data to replicate the results in "Behavioral Correlates of the COVID-19 Burdens in the States" on policytensor.com

Stargazers:0Issues:1Issues:0
Language:PythonStargazers:0Issues:1Issues:0

factor-pricing

Python code for daily asset pricing.

Language:PythonStargazers:0Issues:1Issues:0

fec-donor-overlaps

Scripts and data used to generate donor overlap figures between 2020 and 2022 candidates in US elections, based off of FEC/ActBlue/WinRed data

Language:PythonLicense:MITStargazers:0Issues:0Issues:0

GrowthRisk

Code for "The Term Structure of Growth Risk"

Language:PythonStargazers:0Issues:1Issues:0

market-returns

Returns on the marketcap-weighted portfolio of US equities.

Stargazers:0Issues:1Issues:0

Odontometric-world-pop-dataset

MD and BL crown diameter data on 923 world populations indexed by sample, location, period.

Stargazers:0Issues:0Issues:0