Sequential Entropy Pooling @ University of Hohenheim

This guest lecture was given on January 12, 2026 as a part of the Portfolio Management course at University of Hohenheim.

It thoroughly presents the Sequential Entropy Pooling (SeqEP) method, including why we should avoid relying on the Normal Distribution Myth and some perspectives on the next-generation investment framework.

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Slides

Sequential Entropy Pooling, Hohenheim

1.67MB ∙ PDF file

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Lecture slides for the Sequential Entropy Pooling (SeqEP) guess lecture by Anton Vorobets at the University of Hohenheim in the Portfolio Management course.

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