Entropy Pooling views and stress-testing combined with Conditional Value-at-Risk (CVaR) portfolio optimization in Python.

factor_base <- chars %>% factor_ml_implement(dates = dates_oos, n_pfs = settings$factor_ml$n_pfs, wealth = wealth, gam = pf_set$gamma_rel) factor_base_vol <- factor ...

The frontier is characterized by an out-of-sample mean-variance efficient portfolio that prices G10- and emerging markets-based trading strategies unconditionally as well as conditionally. Our ...

在金融学的浩瀚星空中，马科维茨均值-方差分析（Markowitz Mean-Variance Analysis）如同一颗璀璨的星辰 ... 为了实现这一目标，马科维茨提出了有效边界（Efficient Frontier）的概念。有效边界是指在给定风险水平下能够提供最高预期收益的投资组合集合，或者在给定 ...

在金融学的浩瀚星空中，马科维茨均值-方差分析（Markowitz Mean-Variance Analysis）如同一颗璀璨的星辰 ... 为了实现这一目标，马科维茨提出了有效边界（Efficient Frontier）的概念。有效边界是指在给定风险水平下能够提供最高预期收益的投资组合集合，或者在给定 ...

Notably, most existing communication-efficient FL algorithms fail to reduce the significant inter-device variance resulting from the prevalent issue of device heterogeneity. This variance severely ...

Harry then demanded that she make a statement to the press, basically saying ‘Meghan wasn’t mean to me’, and she refused to do that.” The account will do little to rehabilitate Markle’s ...

Taxes can eat into your returns, but tax-efficient investing can help you hold on to more of what you've earned. By strategically choosing the right accounts, assets, and timing, you can maximize ...

The recent settlement of XRP vs Securities and Exchange Commission (SEC), US is a turning point for the crypto sector. The company was charged with running an illegal US$1.3 billion securities ...