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Quantitative performance attribution of a multi-asset fund using CAPM, multivariate regression, GARCH volatility modeling, and Monte Carlo simulation. Includes structural inference of allocation strategy and full reproducible pipeline.
Quantitative performance attribution of a multi-asset fund using CAPM, multivariate regression, GARCH volatility modeling, and Monte Carlo simulation. Includes structural inference of allocation strategy and full reproducible pipeline.
Source: GitHub API · observed Oct 11, 2026. Stars and forks are recorded counts. Repository code licenses may differ from dataset or model-weight licenses.
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