This is a summary of links featured on Quantocracy on Monday, 07/17/2017. To see our most recent links, visit the Quant Mashup. Read on readers!
Combining Tactical Views with Black-Litterman and Entropy Pooling [Flirting with Models]In last weeks commentary, we outline a number of problems faced by tactical asset allocators in actually implementing their views. This week, we explore popular methods for translating a combination of strategic views and tactical views into a single, comprehensive set of views that can be used as the foundation of portfolio construction. We explore Black-Litterman, which can be used to