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OpenSourceAP / CrossSection

Code to accompany our paper Chen and Zimmermann (2020), "Open source cross-sectional asset pricing"
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3604626
GNU General Public License v2.0
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typo in doc for BetaTailRisk #96

Closed mk0417 closed 2 years ago

mk0417 commented 2 years ago

BetaTailRisk (Kelly and Jiang, 2014) should have Return of 0.33 rather than 33

chenandrewy commented 2 years ago

Thanks @mk0417! Fixed here: https://github.com/OpenSourceAP/CrossSection/commit/cabb77ffe949d41dfeefcde043e31bf39be1a0c4