Popular repositories

1. Strategic-Asset-Allocation Strategic-Asset-Allocation Public

   Replication data and code for "Strategic Asset Allocation Revisited" published on Substack: https://policytensor.substack.com/p/strategic-asset-allocation-revisited.

   MATLAB 4 1

2. GRS GRS Public

   GRS test statistic for asset pricing

   Python 3 2

3. princing-the-term-structure-of-VIX princing-the-term-structure-of-VIX Public

   This code accompanies my post "Pricing the term-structure of VIX futures": https://policytensor.com/2020/09/23/pricing-the-term-structure-of-vix-futures-2/

   Python 2

4. Replication-data-and-code-for-racial-bias-in-fatal-police-shootings Replication-data-and-code-for-racial-bias-in-fatal-police-shootings Public

   We provide data and code for replicating our results documenting racial bias in fatal police shootings.

   Python 1

5. duration-risk duration-risk Public

   Jupyter Notebook 1 1

6. Class-Signal Class-Signal Public

   Replication data and python code for reproducing the results in "On the Class Gradient in Risk-Taking."

   Python