PinnedAnton VorobetsIntelligent Portfolio RebalancingIntroducing a statistical portfolio rebalancing test based on resampled portfolio optimization.Aug 17Aug 17
PinnedAnton VorobetsPortfolio Optimization and Parameter UncertaintyIntroducing portfolio optimization with fully general parameter uncertainty using the Resampled Portfolio Stacking approach.Jul 23Jul 23
PinnedAnton VorobetsPortfolio Construction and Risk Management BookThis article gives insights into the Portfolio Construction and Risk Management book, and how it is different from the current standard.May 28May 28
PinnedAnton VorobetsEntropy Pooling vs Black-LittermanThis article compares Entropy Pooling (EP) to the Black-Litterman (BL) model.Apr 11Apr 11
PinnedAnton VorobetsEntropy Pooling and CVaR Portfolio Optimization in PythonExplore an elegant combination of Entropy Pooling and CVaR portfolio optimization in Python using the fortitudo.tech package.Sep 12, 2023Sep 12, 2023
Anton VorobetsCrowdfunding RelaunchThis article goes through the details of the Portfolio Construction and Risk Management book crowdfunding.6d ago6d ago