文件名称:MeanDiversifFrontier
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Managing Diversification投资组合对应的Matlab源代码-We propose a unified, fully general methodology to analyze and act on diver-
sification in any environment, including long-short trades in highly correlated
markets with complex derivatives.
sification in any environment, including long-short trades in highly correlated
markets with complex derivatives.
(系统自动生成,下载前可以参看下载内容)
下载文件列表
MeanDiversifFrontier\Data.mat
....................\GenFirstEigVect.m
....................\GenPCBasis.m
....................\MaxEntropy.m
....................\MeanTCEntropyFrontier.m
....................\S_MAIN.m
程序.doc
Diversifying Risk Parity.pdf
Managing Diversification.pdf
MeanDiversifFrontier