4 projects
pcrm-book
Accompanying Python code to the Portfolio Construction and Risk Management book by Anton Vorobets.
fortitudo-tech
Entropy Pooling views and stress testing combined with Conditional Value-at-Risk (CVaR) portfolio optimization in Python.
cvar-optimization-benchmarks
Conditional Value-at-Risk (CVaR) portfolio optimization benchmark problems in Python.
entropy-pooling
Entropy Pooling in Python with a BSD 3-Clause license.
