I am a Ph.D. candidate at NOVA SBE who combines machine-learning with econometrics in the study of asset pricing.
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Nova School of Business and Economics
- Portugal
- www.babayara.com
- @baba_yara
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Value_Return_Predictability_Across_Asset_Classes_and_Commonalities_in_Risk_Premia
Value_Return_Predictability_Across_Asset_Classes_and_Commonalities_in_Risk_Premia PublicThis repository contains data and replication code for the paper "Value Return Predictability Across Asset Classes and Commonalities in Risk Premia" forth coming "Review of Finance".
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ProgrammingAssignment2
ProgrammingAssignment2 PublicForked from rdpeng/ProgrammingAssignment2
Repository for Programming Assignment 2 for R Programming on Coursera
R
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