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Added YouTube link to example 10
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ft-adm committed Jun 2, 2024
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"# Derivatives Portfolio Optimization and Parameter Uncertainty\n",
"This example is the accompanied code for the Derivatives Portfolio Optimization and Parameter Uncertainty article available at: https://ssrn.com/abstract=4825945.\n",
"\n",
"The example illustrates how to combine mean parameter uncertainty with Entropy Pooling for CVaR optimization and finally combine it with the Exposure Stacking method. For more on Portfolio Optimization and Parameter Uncertainty, see the original article introducing Exposure Stacking here: https://ssrn.com/abstract=4709317. You can find a video walkthrough of that article and the accompanying code here: https://youtu.be/P2vtg_A-JsY."
"The example illustrates how to combine mean parameter uncertainty with Entropy Pooling for CVaR optimization and finally combine it with the Exposure Stacking method.\n",
"\n",
"You can watch a video walkthrough of the example here: https://youtu.be/DxXYn5SX3LA.\n",
"\n",
"For more on Portfolio Optimization and Parameter Uncertainty, see the original article introducing Exposure Stacking here: https://ssrn.com/abstract=4709317. You can find a video walkthrough of that article and the accompanying code here: https://youtu.be/P2vtg_A-JsY."
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