Fully Flexible Views and Stress-testing
To walk through the code and for a thorough description, refer to
A. Meucci, "Fully Flexible Views: Theory and Practice"
Latest version of article and code available at http://symmys.com/node/158
Citation pour cette source
Attilio Meucci (2024). Fully Flexible Views and Stress-testing (https://www.mathworks.com/matlabcentral/fileexchange/21307-fully-flexible-views-and-stress-testing), MATLAB Central File Exchange. Récupéré le .
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Version | Publié le | Notes de version | |
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1.6.0.0 | updated references |
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1.5.0.0 | Title updated to match publication available online |
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1.3.0.0 | updated documentation link |
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1.2.0.0 | Updates made to .zip |
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1.0.0.0 | Added case study on ranking allocation |