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Analyzing risk measures using the cdf developed by GJR-GARCH and t-copula model
Hello everyone, I am working to optimize the portfolio weights using Distortion Risk Measures (Wang Transform, Proportional Haza...
environ 5 ans il y a | 1 réponse | 0
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Portfolio Optimization using Distortion Risk Measures
Hello guys, I am new to MATLAB. I am trying to optimize my portfolio using DRM. As there aren't any pre-made objects for these m...
presque 6 ans il y a | 1 réponse | 0
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VaR-CVaR Portfolio Optimization
I am new to MATLAB. I need to do CVaR optimization of a set 30-40 assets as a part of my colllege project. I don't know where to...
presque 6 ans il y a | 1 réponse | 0
