Fully Flexible Views and Stress-testing

버전 1.6.0.0 (13.8 MB) 작성자: Attilio Meucci

Full generalization of Black-Litterman and related techniques via entropy pooling

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다운로드 수: 8.4K

업데이트 날짜: 2011/5/9

라이선스 보기

To walk through the code and for a thorough description, refer to
A. Meucci, "Fully Flexible Views: Theory and Practice"

Latest version of article and code available at http://symmys.com/node/158

인용 양식

Attilio Meucci (2024). Fully Flexible Views and Stress-testing (https://www.mathworks.com/matlabcentral/fileexchange/21307-fully-flexible-views-and-stress-testing), MATLAB Central File Exchange. 검색됨 2024/4/26.

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개발 환경: R2006b

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버전	게시됨	릴리스 정보
1.6.0.0	2011/5/9	updated references	다운로드
1.5.0.0	2010/10/14	Title updated to match publication available online	다운로드
1.3.0.0	2009/4/10	updated documentation link	다운로드
1.2.0.0	2008/11/26	Updates made to .zip	다운로드
1.0.0.0	2008/9/23	Added case study on ranking allocation	다운로드