Portfolio Construction and Risk Management by Anton Vorobets :: SSRN

This is a sneak peek version of the Portfolio Construction and Risk Management book. The book contains a careful walkthrough of the next-generation investment framework that utilizes fully general Monte Carlo distributions, Sequential Entropy Pooling, and CVaR. The book has been written through a crowdfunding campaign. You can still support this project and receive perks such as access to the Applied Quantitative Investment Management course (https://antonvorobets.substack.com/t/course), which carefully goes through the book and its Python code, as well as exclusive case studies (https://antonvorobets.substack.com/t/paid-content) that use the investment framework and methods from the book. To get the above benefits, you must become a paid subscriber of the Quantamental Investing Substack publication: https://antonvorobets.substack.com For smaller contributions, please use: https://buymeacoffee.com/antonvorobets See how you get access to the latest PDF version of the book and accompanying Python code in this sneak peek PDF.