Managing Diversification

Entropy-based mean-diversification efficient frontier

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To walk through the code and for a thorough description, refer to
See A. Meucci (2009), "Managing Diversification"

Latest version of article and code available at http://symmys.com/node/199

引用格式

Attilio Meucci (2026). Managing Diversification (https://ww2.mathworks.cn/matlabcentral/fileexchange/23271-managing-diversification), MATLAB Central File Exchange. 检索时间: .

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