Growing the Efficient Frontier on Panel Trees

Name: Growing the Efficient Frontier on Panel Trees
Creator: Will Cong
Published: 2025-02-03T16:52:20.883Z
Keywords: Finance, Financial Econometrics, Machine Learning

Cong, Will; Feng, Guanhao; He, Jingyu; He, Xin

doi:10.17632/k7d7xmdy4y.2

Growing the Efficient Frontier on Panel Trees

Published: 3 February 2025| Version 2 | DOI: 10.17632/k7d7xmdy4y.2

Contributors:

,

, Xin He

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R package for Panel Tree method and replication file for the paper "Growing the Efficient Frontier on Panel Trees", forthcoming in the Journal of Financial Economics. Please read the files "README.md" and "./replication-JFE/README-replication.md" for detailed description.

Growing the Efficient Frontier on Panel Trees

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