Skip to main content

Entropy

Journals

Eccentricity in asset management

21 Jan 2015

techtree2

Asset liability management

Portfolio construction and systematic trading with factor entropy pooling

Construction of large portfolios consistent with investors' views and stress test scenarios is a challenging task, considering the volume of information to be processed. Attilio Meucci, David Ardia and Marcello Colasante introduce a technique that…

16 Apr 2014

Journal of Investment Strategies

Original research

Hedge fund replication: putting the pieces together

18 Dec 2013

rollercoaster

Risk management

Fat tails via utility-based entropy

Fat tails via utility-based entropy

10 Dec 2012

rollercoaster

Risk management

Fat tails via utility-based entropy

Fat tails via utility-based entropy

05 Oct 2012

cutting-edge-pic-2

Structured products

Stress testing with fully flexible causal inputs

Stress testing with fully flexible causal inputs

30 Mar 2012

You need to sign in to use this feature. If you don’t have a Risk.net account, please register for a trial.

You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

.

Alternatively you can request an individual account here