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7. Bayesian Nets and Causal Stress-Tests

Video going through the Bayesian nets as well as causal and predictive views and stress-testing functionality.

This video presents the Bayesian nets and causal and predictive views and stress-testing functionality of the Investment Analysis module.

For a comprehensive presentation of the method and all its elements, see Chapter 5 in the Portfolio Construction and Risk Management book.

You can also find the original SSRN article here.

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