James Forest

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Questions related from James Forest

Is anyone aware of a link to replication code/data for Hall, Anderson, and Granger's "A Cointegration Analysis of Treasury Bill Yields" RESTAT 92?

I would like to replicate this famous study. Not sure if there is code and data on the web someone has already provided. Original abstract: Abstract This paper shows that yields to maturity of...

05 February 2018 5,273 3 View

What is the best software for performing financial portfolio optimization?

Which software programs are best at performing optimization of investment portfolios? What makes the programs preferable? Please provide pros and cons if applicable.

29 June 2014 8,310 9 View