Dynamic Portfolio Management with Views at Multiple Horizons

Versione 1.0 (49,5 KB) da Attilio Meucci
Dynamic Entropy Pooling for dynamic portfolio construction with discretionary, non-synchronous views
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Aggiornato 17 giu 2015

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To walk through the code and for a thorough description, refer to A. Meucci and M. Nicolosi "Dynamic Portfolio Management with Views at Multiple Horizons".
Latest version of article and code available at http://symmys.com/node/831

Cita come

Attilio Meucci (2025). Dynamic Portfolio Management with Views at Multiple Horizons (https://it.mathworks.com/matlabcentral/fileexchange/51224-dynamic-portfolio-management-with-views-at-multiple-horizons), MATLAB Central File Exchange. Recuperato .

Compatibilità della release di MATLAB
Creato con R2014b
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Meucci Nicolosi _ Dynamic Portfolio Management - Matlab Code/functions/

Meucci Nicolosi _ Dynamic Portfolio Management - Matlab Code/scripts/

Versione Pubblicato Note della release
1.0