Sophia Tarani is an officer in the Greek Army and a Ph.D. candidate at the Department of Business Administration of the National and Kapodistrian University of Athens. She holds a B.A. and M.A degree in Economics from the Athens University of Economics and Business (AUEB). Her research interest focuses on portfolio theory, time series econometrics and the properties of Maximum Entropy in forecasting and portfolio construction. She has previously published in the Annals of Operational Research and in International Journal of Portfolio Analysis and Management.