single-index-models

Here are 4 public repositories matching this topic...

xixi0222 / Stock-Risk-Return-Analysis

Implement CER Model & Single Index Model with Point Estimation & Interval Estimation. Use Classical method & Non-parametric Bootstrap (Percentile method, T method).

quantitative-analysis single-index-models point-estimate-methods mean-variance-model risk-return-predictive-analysis bootstrapping-estimate-methods interval-estimate

Updated Jan 29, 2020
Python

Pranshu258 / OSIM

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Online Single Index Model Learning

machine-learning online-learning single-index-models

Updated Dec 7, 2018
Python

risgunstat / Portfolio_SingleIndexModel

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This repository contains the code, processed data, and empirical results of research "Optimalisasi Jumlah Saham untuk Diversifikasi Portofolio pada Indeks IDX80 Berdasarkan Single Index Model"

risk research-project sharpe-ratio combinations return stock-portfolio portfolio-construction diversification single-index-models portfolio-stocks portfolio-size idx80

Updated Dec 16, 2025
Python

risgunstat / SIM_VaRSR

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This repository contains the code, processed data, and empirical results of research "Danantara Effects on IDXESGL Stock Investment Strategies Using Single Index Model dan VaR-Adjusted Sharpe Ratio"

portfolio stock-market sharpe-ratio combination investment return stock-portfolio value-at-risk stock-analysis single-index-models investment-strategies investment-portfolio esg danantara value-at-risk-adjusted-sharpe-ratio

Updated Jun 21, 2026
Python

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