Robust Bayesian Allocation

portofolio optimization that controls for estimation risk

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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 (2026). Robust Bayesian Allocation (https://ww2.mathworks.cn/matlabcentral/fileexchange/31419-robust-bayesian-allocation), MATLAB Central File Exchange. 检索时间: .

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1.0.0.0