financialkit.asset_pricing

Williams’s dividend discount model, Gordon growth, Modigliani-Miller and Shiller’s variance bound, the CAPM, Jensen’s alpha, the zero-beta CAPM and the GRS test, Fama-MacBeth, the APT, Fama-French and Carhart factors, Lucas’s tree, the consumption CAPM and the equity premium puzzle, state prices and the Hansen-Jagannathan bound.

History

The foundational breakthroughs behind this subpackage, linked to the implementation.

Breakthroughs in Asset Pricing

Examples

Runnable tutorials and the full example gallery.

Examples

API reference

Every public class and function.

financialkit.asset_pricing