InFunny AI & QuantbyPham The Anh·Jul 28, 2024[Funny Quant Finance] Understanding Risk Management: A Fun Journey with ABC Investment FundDive into the world of financial risk management with ABC Investment Fund. Explore VaR, CVaR, and Stress Testing.
Anton Vorobets·Jul 23, 2024Portfolio Optimization and Parameter UncertaintyIntroducing portfolio optimization with fully general parameter uncertainty using the Resampled Portfolio Stacking approach.
Anton Vorobets·Apr 11, 2024Entropy Pooling vs Black-LittermanThis article compares Entropy Pooling (EP) to the Black-Litterman (BL) model.
Anton Vorobets·Sep 12, 2023Entropy Pooling and CVaR Portfolio Optimization in PythonExplore an elegant combination of Entropy Pooling and CVaR portfolio optimization in Python using the fortitudo.tech package.
InAtotibyHetal Kapadia·Dec 6, 2022Constraints straining your portfolio optimization?See how we expanded our atoti and external optimizer integration use case to include constraints
InAtotibyHetal Kapadia·Oct 17, 2022Integrating an External Portfolio Optimizer with atotiGiven a portfolio and an optimizer, can we find a ‘better’ portfolio using atoti?
Mandy Pham·Oct 13, 2021Stochastic Optimization with Risk Aversion for Airline Revenue ManagementIn my previous post on Using Conditional Value at Risk (CVaR) in Quantitative Risk Management (QRM) for Market Risk, CVaR was applied in…
Mandy Pham·Oct 12, 2021Using Conditional Value at Risk (CVaR) in Quantitative Risk Management (QRM) for Market Risk“Quantitative Risk Management represents the discipline which deals with the ability of an organization to quantify and manage its risk…
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