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fortitudo-tech / fortitudo.tech

Entropy Pooling views and stress-testing combined with Conditional Value-at-Risk (CVaR) portfolio optimization in Python.
https://os.fortitudo.tech
GNU General Public License v3.0
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PCRM #102

Open 19hdb85 opened 1 month ago

antonvorobets commented 1 month ago

Thank you for opening this issue.

It seems to be related to the Portfolio Construction and Risk Management book: https://igg.me/at/pcrm-book.

If that is the case, please open the issue in the book's development repository :-)