Exercises in Advanced Risk and Portfolio Management
To walk through the code and for a thorough description, refer to
A. Meucci, (2009) "Exercises in Advanced Risk and Portfolio Management - With Step-by-Step Solutions and Fully Documented Code"
Latest version of article and code available at http://symmys.com/node/170
Cita come
Attilio Meucci (2024). Exercises in Advanced Risk and Portfolio Management (https://www.mathworks.com/matlabcentral/fileexchange/25010-exercises-in-advanced-risk-and-portfolio-management), MATLAB Central File Exchange. Recuperato .
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- Computational Finance > Financial Toolbox > Portfolio Optimization and Asset Allocation >
- Computational Finance > Risk Management Toolbox >
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Riconoscimenti
Ispirato: ConvertCentraToRawMoments2d( centralMoments, mean )
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