Fully Flexible Extreme Views

版本 1.1.0.0 (18.7 KB) 作者: Attilio Meucci
Entropy Pooling for extreme views on CVaR
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1.8K 次下载
更新时间 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

引用格式

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

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FullyFlexibleExtremeViews/

版本 已发布 发行说明
1.1.0.0

updated references
1.0.0.0