PTree

Replication package for the paper "Growing the Efficient Frontier on Panel Trees" accepted to the Journal of Financial Economics.

How to install PTree

• assume Mac/Linux user
• use command line, go to folder where you store github repos
• git clone this repo to your machine
• run ls command, you should see PTree printed
• run R CMD INSTALL PTree -c

For windows users, install the package in R session: install.packages("your_directory/PTree", repos = NULL, type = "source")

How to start using PTree and Replicate the results

• in command line: cd ./replication-JFE/
• in command line: sh ProduceExhibits.sh

Reference

• Welcome to cite our paper for PTrees.
• Open Access paper on JFE website: Growing the Efficient Frontier on Panel Trees

@article{cong2025ptree, title={Growing the efficient frontier on panel trees}, ​author={Cong, Lin William and Feng, Guanhao and He, Jingyu and He, Xin}, ​journal={Journal of Financial Economics, forthcoming}, ​year={2025}, Volume={167} ​}

Contact

Xin He

Email: xin.he@ustc.edu.cn

Homepage: www.xinhesean.com