Managing Diversification

版本 1.4.0.0 (8.8 KB) 作者: Attilio Meucci
Entropy-based mean-diversification efficient frontier
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更新时间 2011/5/9

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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 (2024). Managing Diversification (https://www.mathworks.com/matlabcentral/fileexchange/23271-managing-diversification), MATLAB Central File Exchange. 检索时间: .

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MeanDiversifFrontier/

版本 已发布 发行说明
1.4.0.0

updated references
1.2.0.0

updated documentation link
1.0.0.0