Copula-Marginal Algorithm (CMA)

Copula-Marginal Algorithm, to generate and manipulate rich copulas for risk and portfolio management


Updated 9 Sep 2011

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To walk through the code and for a thorough description, refer to A. Meucci, "A New Breed of Copulas for Risk and Portfolio Managemen", Risk (September 2011).
Latest version of article and code available at

Cite As

Attilio Meucci (2023). Copula-Marginal Algorithm (CMA) (, MATLAB Central File Exchange. Retrieved .

MATLAB Release Compatibility
Created with R2011a
Compatible with any release
Platform Compatibility
Windows macOS Linux

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Version Published Release Notes

modified title and short description