[email protected]
@Reckziegel at GitHub
Porto Alegre, Brazil
bernardo.codes
9 months ago by Bernardo Reckziegel
Enhanced Portfolio Optimization (EPO)
2 years ago by Bernardo Reckziegel
Fully Flexible Probabilities for Stress Testing and Portfolio Construction
3 months ago by Bernardo Reckziegel
Uncorrelated Bets via Minimum Torsion Algorithm