Videos

Sequential Entropy Pooling @ University of Hohenheim

Guest lecture presenting the Sequential Entropy Pooling (SeqEP) method by Anton Vorobets at University of Hohenheim.

Jan 15 • Anton Vorobets

50:03

13. High-Dimensional CVaR Portfolio Optimization

This video goes through example 13 from the fortitudo.tech Python package, presenting high-dimensional CVaR portfolio optimization.

Dec 11, 2025 • Anton Vorobets

16:08

Anton Vorobets @ Quant Enthusiasts

This video post contains the Quant Enthusiasts interview with Anton Vorobets.

Oct 29, 2025 • Anton Vorobets

23:30

Lecture 12: Tail Risk Hedging and Analysis

This lecture goes through Chapters 7 and 8 from the Portfolio Construction and Risk Management book, presenting tail risk hedging and analysis.

Sep 25, 2025 • Anton Vorobets

51:55

Lecture 11: Derivatives Portfolio Optimization and Rebalancing

Watch Now | This lecture finalizes Chapter 6 from the Portfolio Construction and Risk Management book, presenting derivatives portfolio optimization and…

Sep 18, 2025 • Anton Vorobets

48:54

Lecture 10: Resampled Portfolio Optimization

Watch now | This lecture goes through Section 6.4 from the Portfolio Construction and Risk Management book, presenting Resampled Portfolio Stacking.

Sep 11, 2025 • Anton Vorobets

59:47

Lecture 9: Portfolio Optimization

This lecture goes through Sections 6.1-6.3 from the Portfolio Construction and Risk Management book, introducing portfolio optimization.

Sep 4, 2025 • Anton Vorobets

52:17

Lecture 8: Causal Views and Stress Testing

This lecture goes through Sections 5.3 and 5.4 from the Portfolio Construction and Risk Management book, presenting causal views and stress testing.

Aug 28, 2025 • Anton Vorobets

53:10

Lecture 7: Sequential Entropy Pooling

This lecture goes through Section 5.2 from Portfolio Construction and Risk Management book, presenting Sequential Entropy Pooling (SeqEP).

Aug 21, 2025 • Anton Vorobets

55:00

12. The Normal Distribution Myth

This video goes through example 12 from the fortitudo.tech Python package and the accompanying SSRN article.

Aug 19, 2025 • Anton Vorobets

14:55

Lecture 6: Entropy Pooling

This lecture goes through Section 5.1 from Portfolio Construction and Risk Management book, introducing Entropy Pooling.

Aug 7, 2025

54:53

Lecture 5: Instrument Pricing

This lecture goes through Chapter 4 about instrument pricing from the Portfolio Construction and Risk Management book.

Jul 31, 2025 • Anton Vorobets

1:09:06

#nojs-banner { position: fixed; bottom: 0; left: 0; padding: 16px 16px 16px 32px; width: 100%; box-sizing: border-box; background: red; color: white; font-family: -apple-system, "Segoe UI", Roboto, Helvetica, Arial, sans-serif, "Apple Color Emoji", "Segoe UI Emoji", "Segoe UI Symbol"; font-size: 13px; line-height: 13px; } #nojs-banner a { color: inherit; text-decoration: underline; } This site requires JavaScript to run correctly. Please turn on JavaScript or unblock scripts