Description: 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.
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File list (Check if you may need any files):
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
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