Replication Code and Data for: "Pi-CAPM: The Classical CAPM with Probability Weighting and Skewed Assets", Driessen, Ebert and Koëter (2025)

Name: Replication Code and Data for: "Pi-CAPM: The Classical CAPM with Probability Weighting and Skewed Assets", Driessen, Ebert and Koëter (2025)
Creator: Harvard Dataverse
Published: 2025-01-30T14:03:24+08:00

DataCite Commons2025-01-30 更新2025-04-15 收录

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https://dataverse.harvard.edu/citation?persistentId=doi:10.7910/DVN/SXCNUN 数据链接链接失效反馈

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资源简介：

This package provides MATLAB (version R2021B) codes and pseudo data to reproduce the figures and tables in Driessen, Ebert and Koëter (2025).

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Harvard Dataverse

创建时间：

2025-01-30

Replication Code and Data for: "Pi-CAPM: The Classical CAPM with Probability Weighting and Skewed Assets", Driessen, Ebert and Koëter (2025)

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