- Category:
- AI-NN-PR
- Tags:
-
- File Size:
- 117kb
- Update:
- 2017-12-21
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- Uploaded by:
- 高振斌
Description: The matlab implementation of the Meucci works, on the robust Bayesian allocation of the stock market.
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File list (Check if you may need any files):
| Filename | Size | Date |
|---|
| Meucci_RobustBayesian
|
| Meucci_RobustBayesian\EfficientFrontier.m | 2746 | 2006-03-22
|
| Meucci_RobustBayesian\MainSectorsSnP.m | 998 | 2011-05-12
|
| Meucci_RobustBayesian\S_SimulationsCaseStudy.m | 3141 | 2011-05-12
|
| Meucci_RobustBayesian\S_SnPCaseStudy.m | 2967 | 2011-05-12
|
| Meucci_RobustBayesian\SectorsSnP500.mat | 116399 | 2006-03-21
|
| license.txt | 1335 | 2011-05-12 |
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