This repo document code for Empiprical Asset Pricing (bali, 2016) using Python, including portfolio analysis and FM regression analysis. We will present the code implementations in the order they appear in the book. This repo will go as follow: (1) Univariate Portfolio Analysis, (2) Bivariate Independent-Sort Analysis, (3) Bivariate Dependent-Sort Analysis; The open-source pdf version of Empircial Asset Pricing is here
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