A Survey of Multi-Factor Models
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adding volatility premium code
f1b67a6
adding changes
0c564c4
adding residual momentum
fc2e029
updated JT files. works now
abaf9e1
adding empty data directory for JT
08cee42
adding JT python files
1bd5498
adding initial JT code
3079d71
adding momentum section:
88c8993
fixed bug in creating factors. added test comparison against fama french
007251e
adding code for PCA
0aabcf4
adding second regression test
3288005
adding conditional capm code
47ed20d
adding plot code
02d919d
removing old files
c1f2846
committing bug fixes for question 2
052daef