fortitudo-tech/pcrm-book

Portfolio Construction and Risk Management book's Python code.

Jupyter Notebook191 stars57 forksGPL-3.0

asset-allocation asset-management conditional-value-at-risk cvar cvar-optimization efficient-frontier entropy-pooling finance investment investment-analysis investments portfolio-construction portfolio-optimization quant quantamental quantitative-finance risk risk-adjusted-return risk-management

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fortitudo-tech/pcrm-book has 191 GitHub stars.

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