文件名称:Meucci_RobustBayesian
介绍说明--下载内容均来自于网络,请自行研究使用
说明
漫步代码并进行彻底的描述,请参考答梅乌奇(2005),“稳健贝叶斯分配“。
最新版本的文章和代码可在http://symmys.com/node/102
MATLAB的MATLAB的版本7.11(2010b)
-Descr iption
To walk through the code and for a thorough descr iption, refer to A. Meucci (2005), "Robust Bayesian Allocation".
Latest version of article and code available at http://symmys.com/node/102
MATLAB release MATLAB 7.11 (2010b)
漫步代码并进行彻底的描述,请参考答梅乌奇(2005),“稳健贝叶斯分配“。
最新版本的文章和代码可在http://symmys.com/node/102
MATLAB的MATLAB的版本7.11(2010b)
-Descr iption
To walk through the code and for a thorough descr iption, refer to A. Meucci (2005), "Robust Bayesian Allocation".
Latest version of article and code available at http://symmys.com/node/102
MATLAB release MATLAB 7.11 (2010b)
(系统自动生成,下载前可以参看下载内容)
下载文件列表
Meucci_RobustBayesian
.....................\EfficientFrontier.m
.....................\MainSectorsSnP.m
.....................\S_SimulationsCaseStudy.m
.....................\S_SnPCaseStudy.m
.....................\SectorsSnP500.mat
license.txt
.....................\EfficientFrontier.m
.....................\MainSectorsSnP.m
.....................\S_SimulationsCaseStudy.m
.....................\S_SnPCaseStudy.m
.....................\SectorsSnP500.mat
license.txt