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Data and code for "Equity duration and predictability"

Mendeley Data2026-04-09 收录

权益久期分析

股票收益预测

数据链接：

https://data.mendeley.com/datasets/fp6fryn7h3 数据链接链接失效反馈

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资源简介：

This folder contains data and code from the replication package of the paper "Equity duration and predictability'' by Benjamin Golez and Peter Koudijs.

应用场景：

资产定价尾部风险

股票收益预测

We introduce a new, hybrid measure of stock return tail covariance risk, motivated by the under-diversified portfolio holdings of individual investors, and investigate its cross-sectional predictive p

NBER2013-09-01 更新80

DS 4320 Project 2: Forecasting S&P 500 Stock Returns Using Time-Series Analysis

股票收益预测

时间序列分析

The goal of this GitHub repository is to forecast the future returns of the S&P 500 Index using historical time series data. This was done using a data analysis pipeline and includes jupyter notebooks

Zenodo2026-04-23 更新50

Replication Data for: Systematic Skewness and Stock Returns

股票收益预测

金融计量分析

This entry contains the replication code for the tables and figures contained in the paper "Systematic Skewness and Stock Returns."

Harvard Dataverse2024-04-04 更新40

Stocks daily data for comparing performance metrics applied to ML algorithms

股票收益预测

算法评估

SQL database (accessed with SQlite3 in Python) Daily OHLCV of DJIU, CACA40, BEL20, AEX and FTSE for testing main performance metrics and D-ratio with AI models predicting asset returns. 1. Daily retur

Mendeley Data2024-03-27 更新60

ADHI-Vel/sp500-edgar-10k

财务文本分析

股票收益预测

--- license: mit tags: - nlp pretty_name: SP500 EDGAR 10-K Filings --- # Dataset Card for SP500-EDGAR-10K ## Dataset Description - **Homepage:** - **Repository:** - **Paper:** - **Leaderboard:**

Hugging Face2026-04-01 更新50

Data and code for "Equity duration and predictability"

资源简介：

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