Sequential Entropy Pooling is an incredibly powerful views and stress-testing method for fully general investment distributions.
It is one of the core methods of the next generation investment framework thoroughly presented in the Portfolio Construction and Risk Management book.
Exclusive case studies
Paid subscribers have access to an expanding collection of exclusive case studies going through the theory and methods presented above.
As a free subscriber, you can claim a one-time access to a paid post.
Consider a paid subscription to lock in the current subscription price.
