Скачать или смотреть Anton Vorobets, Next Generation Investment Analysis @ Making Quantitative Finance Accessible

This presentation was recorded live on 18 November 2023 at the Making Quantitative Finance Accessible webinar series.

The presentation introduces the next generation investment analysis framework with fully flexible Monte Carlo simulations, Entropy Pooling, and CVaR. There is also a comparison to the old methods with normal distribution, Black-Litterman, and variance.

Links from the references slide:
Variance for Intuition, CVaR for Optimization: https://ssrn.com/abstract=4034316
Sequential Entropy Pooling Heuristics: https://ssrn.com/abstract=3936392
Portfolio Management Framework for Derivatives: https://ssrn.com/abstract=4217884
Causal and Predictive Market Views and Stress-Testing: https://ssrn.com/abstract=4444291
Open-source site: https://os.fortitudo.tech/
GitHub ⭐: https://github.com/fortitudo-tech/for...
LinkedIn:   / antonvorobets  
LinkedIn group:   / 12877102