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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.