ECO TO Tony Tsoi · InsiderFinance Wire Mean-Variance Portfolio Optimisation — Modern Portfolio Theory (“MPT”) Explained From Markowitz to Python: Building the Efficient Frontier Step by Step
ECO DSN TO Tony Tsoi · InsiderFinance Wire Portfolio Risk Management with Marginal and Incremental VaR and Expected Shortfall A practitioner’s guide to risk decomposition and trade sizing, from theory to Python implementation
