Review of Dynamic Allocation Strategies

버전 1.1.0.0 (4.31 KB) 작성자: Attilio Meucci
Convex versus Concave Management, CPPI, OBPI, portfolio insurance, etc.
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다운로드 수: 3.7K
업데이트 날짜: 2011/5/9

라이선스 보기

To walk through the code and for a thorough description, see
Meucci A., "Review of Dynamic Allocation Strategies"

Latest version of article and code available at http://symmys.com/node/153

인용 양식

Attilio Meucci (2025). Review of Dynamic Allocation Strategies (https://www.mathworks.com/matlabcentral/fileexchange/28384-review-of-dynamic-allocation-strategies), MATLAB Central File Exchange. 검색 날짜: .

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DynamicStrategies/

버전 게시됨 릴리스 정보
1.1.0.0

updated references
1.0.0.0