#Black-litterman

Showing 2 of 2 repositories tagged #black-litterman, ranked by stars

entropy-pooling

Entropy Pooling in Python with a BSD 3-Clause license.

★ 41 ⑂ 16 —

portfolio-optimization

End-to-end portfolio optimization (MVO), Risk Parity, Black–Litterman, regime targeting

★ 10 ⑂ 2 —

Related Topics

#quantitative-finance #asset-allocation #asset-management #bayesian #conditional-value-at-risk #cvar #entropy #entropy-pooling #fortitudo-tech #investment-analysis #investment-management #investment-risk