Reputation
Next privilege 50 Rep.
Comment everywhere
Badges
2
Impact
~1k people reached

  • 0 posts edited
  • 0 helpful flags
  • 0 votes cast
May
12
awarded  Popular Question
Jul
3
comment How can I use Entropy-pooling of Atillio Meucci to constuct a portfolio?
Thank you so much.
Jul
3
comment How can I use Entropy-pooling of Atillio Meucci to constuct a portfolio?
This is the paper I mentioned. papers.ssrn.com/sol3/papers.cfm?abstract_id=1542083 I mean, CVaR as a view.
Jul
3
awarded  Student
Jul
3
asked How can I use Entropy-pooling of Atillio Meucci to constuct a portfolio?