Pricing Optimization
CrossSection
Code to accompany our paper Chen and Zimmermann (2020), "Open source cross-sectional asset pricing"
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~~~ @article{ChenZimmermann2021, title={Open Source Cross Sectional Asset Pricing}, author={Chen, Andrew Y. and Tom Zimmermann}, journal={Critical Finance Review}, year={2022}, pages={207-264}, volume={11}, number={2} } ~~~
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