Review of Dynamic Allocation Strategies

Versione 1.1.0.0 (4,31 KB) da Attilio Meucci
Convex versus Concave Management, CPPI, OBPI, portfolio insurance, etc.
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Aggiornato 9 mag 2011

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To walk through the code and for a thorough description, see
Meucci A., "Review of Dynamic Allocation Strategies"

Latest version of article and code available at http://symmys.com/node/153

Cita come

Attilio Meucci (2024). Review of Dynamic Allocation Strategies (https://www.mathworks.com/matlabcentral/fileexchange/28384-review-of-dynamic-allocation-strategies), MATLAB Central File Exchange. Recuperato .

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DynamicStrategies/

Versione Pubblicato Note della release
1.1.0.0

updated references
1.0.0.0