3 results found Sort:
Entropy Pooling views and stress-testing combined with Conditional Value-at-Risk (CVaR) portfolio optimization in Python.
cvar
entropy
investment
investments
entropy-pooling
asset-allocation
asset-management
cvar-optimization
efficient-frontier
investment-analysis
portfolio-selection
mathematical-finance
portfolio-allocation
quantitative-finance
risk-adjusted-return
investment-management
portfolio-construction
portfolio-optimization
conditional-value-at-risk
mean-variance-optimization
Created
2021-10-14
86 commits to main branch, last one a day ago
Portfolio Construction and Risk Management book's Python code.
cvar
risk
quant
finance
investment
simulation
investments
quantamental
entropy-pooling
risk-management
asset-allocation
asset-management
cvar-optimization
efficient-frontier
investment-analysis
quantitative-finance
risk-adjusted-return
portfolio-construction
portfolio-optimization
conditional-value-at-risk
Created
2024-04-17
69 commits to main branch, last one 8 days ago
Entropy Pooling in Python with a BSD 3-Clause license.
cvar
entropy
bayesian
investments
market-views
fortitudo-tech
black-litterman
entropy-pooling
investment-risk
maximum-entropy
asset-allocation
asset-management
investment-analysis
portfolio-selection
mathematical-finance
quantitative-finance
investment-management
portfolio-construction
conditional-value-at-risk
Created
2024-01-07
23 commits to main branch, last one 3 months ago