Quantitative Finance Project 1 — Equal-Weight vs Value-Weight Portfolios (Benchmark: S&P 500)
-
Updated
Dec 30, 2025 - Jupyter Notebook
Quantitative Finance Project 1 — Equal-Weight vs Value-Weight Portfolios (Benchmark: S&P 500)
Python code for Swade et al. (2023) "Why Do Equally Weighted Portfolio Beat Value-Weighted Ones?" The Journal of Portfolio Management, 49 (5), 167–187.
Solving Knapsack Problem
Add a description, image, and links to the value-weights topic page so that developers can more easily learn about it.
To associate your repository with the value-weights topic, visit your repo's landing page and select "manage topics."