entropy-pooling

There are 3 repositories under entropy-pooling topic.

fortitudo-tech/fortitudo.tech
Entropy Pooling views and stress-testing combined with Conditional Value-at-Risk (CVaR) portfolio optimization in Python.
Language:Python222 10 128
fortitudo-tech/entropy-pooling
Entropy Pooling in Python with a BSD 3-Clause license.
Language:Python31 2 011
Reckziegel/FFP
Fully Flexible Probabilities for Stress-Testing and Portfolio Construction
Language:R14 3 133