Robust Bayesian Allocation

版本 1.0.0.0 (117.9 KB) 作者: Attilio Meucci
portofolio optimization that controls for estimation risk
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1.5K 次下载
更新时间 2011/5/12

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To walk through the code and for a thorough description, refer to A. Meucci (2005), "Robust Bayesian Allocation".
Latest version of article and code available at http://symmys.com/node/102

引用格式

Attilio Meucci (2024). Robust Bayesian Allocation (https://www.mathworks.com/matlabcentral/fileexchange/31419-robust-bayesian-allocation), MATLAB Central File Exchange. 检索时间: .

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版本 已发布 发行说明
1.0.0.0