Fully Flexible Extreme Views

Versione 1.1.0.0 (18,7 KB) da Attilio Meucci
Entropy Pooling for extreme views on CVaR
5.0
(1)
1,8K download
Aggiornato 9 mag 2011

Visualizza la licenza

To walk through the code and for a thorough description, refer to
A. Meucci, D. Ardia, S.Keel (2010) "Fully Flexible Extreme Views",

Latest version of article and code available at http://symmys.com/node/159

Cita come

Attilio Meucci (2024). Fully Flexible Extreme Views (https://www.mathworks.com/matlabcentral/fileexchange/26478-fully-flexible-extreme-views), MATLAB Central File Exchange. Recuperato .

Compatibilità della release di MATLAB
Creato con R2009a
Compatibile con qualsiasi release
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FullyFlexibleExtremeViews/

Versione Pubblicato Note della release
1.1.0.0

updated references
1.0.0.0