Tal Shir
Lake Geneva Investment Partners SA
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Systematic Portfolio Manager at Lake Geneva Investment partners
Feeds
已提交
MULTIVARIATE GARCH BASED ON PCA
Generage Convariance mairix using PCA-GARCH model
10 years 前 | 4 次下载 |
已提交
Cornish-Fisher VaR
Returns the Cornish-Fisher Expansion Valut at Risk. (Up to 4th moment)
15 years 前 | 1 次下载 |
已提交
Set conditional formating to Excel
Set a conditional format in Excel to change negative numbers text color to red.
15 years 前 | 1 次下载 |
已提交
eomdateAN
Allow for negative and bigger than 12 month number with eomdate.m function
15 years 前 | 1 次下载 |
已提交
Spider (radar) Chart
Plots a radar (spider) chart (no need of circle function here)
15 years 前 | 2 次下载 |