Fully Flexible Views and Stress-testing

Full generalization of Black-Litterman and related techniques via entropy pooling

Versione 1.6.0.0 (13,8 MB)
8,5K download
(2)
9 mag 2011

Al momento, stai seguendo questo contributo

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

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Cita come

Attilio Meucci (2026). Fully Flexible Views and Stress-testing (https://it.mathworks.com/matlabcentral/fileexchange/21307-fully-flexible-views-and-stress-testing), MATLAB Central File Exchange. Recuperato .

Categorie

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Informazioni generali

Compatibilità della release di MATLAB

  • Compatibile con qualsiasi release

Compatibilità della piattaforma

  • Windows
  • macOS
  • Linux
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Versione Pubblicato Note della release
1.6.0.0

updated references
1.5.0.0

Title updated to match publication available online
1.3.0.0

updated documentation link
1.2.0.0

Updates made to .zip
1.0.0.0

Added case study on ranking allocation