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Achievement: Pair Extraordinairex2Achievement: Pull Sharkx4Achievement: Starstruckx2Achievement: QuickdrawAchievement: YOLOAchievement: Arctic Code Vault Contributor

Achievements

Achievement: Pair Extraordinairex2Achievement: Pull Sharkx4Achievement: Starstruckx2Achievement: QuickdrawAchievement: YOLOAchievement: Arctic Code Vault Contributor

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VanekPetr / Optimal_Portfolios_of_ETFs

Implemented stochastic CVaR model for the optimal asset allocation together with the Bootstrapping and the Monte Carlo scenario generation methods.

GAMS 4 1 Updated Sep 26, 2020

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