- Category:
- Document
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- File Size:
- 2kb
- Update:
- 2019-04-13
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- Uploaded by:
- 腰果酥
Description: This is a code model for conditional value at risk which is widely used in financial institutions.
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File list (Check if you may need any files):
| Filename | Size | Date |
|---|
| CVaR | 0 | 2019-03-23
|
| CVaR\main.m | 1082 | 2019-03-23
|
| CVaR\perfect.m | 1517 | 2019-03-22
|
| CVaR\var_cvar.m | 168 | 2019-03-22
|
| CVaR\var_cvar_min_fun.m | 541 | 2019-03-22
|
| CVaR\weight_profolio.m | 194 | 2019-03-22 |
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