Fully Flexible Extreme Views

버전 1.1.0.0 (18.7 KB) 작성자: Attilio Meucci
Entropy Pooling for extreme views on CVaR
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다운로드 수: 1.8K
업데이트 날짜: 2011/5/9

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To walk through the code and for a thorough description, refer to
A. Meucci, D. Ardia, S.Keel (2010) "Fully Flexible Extreme Views",

Latest version of article and code available at http://symmys.com/node/159

인용 양식

Attilio Meucci (2024). Fully Flexible Extreme Views (https://www.mathworks.com/matlabcentral/fileexchange/26478-fully-flexible-extreme-views), MATLAB Central File Exchange. 검색 날짜: .

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버전 게시됨 릴리스 정보
1.1.0.0

updated references
1.0.0.0