Fully Flexible Views and Stress-testing

Full generalization of Black-Litterman and related techniques via entropy pooling
8,4K Downloads
Aktualisiert 9. Mai 2011

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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

Zitieren als

Attilio Meucci (2024). Fully Flexible Views and Stress-testing (https://www.mathworks.com/matlabcentral/fileexchange/21307-fully-flexible-views-and-stress-testing), MATLAB Central File Exchange. Abgerufen .

Kompatibilität der MATLAB-Version
Erstellt mit R2006b
Kompatibel mit allen Versionen
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Version Veröffentlicht Versionshinweise
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