文件名称:MeanDiversifFrontier
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- 上传时间:2014-10-11
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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.
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下载文件列表
MeanDiversifFrontier/Data.mat
MeanDiversifFrontier/GenFirstEigVect.m
MeanDiversifFrontier/GenPCBasis.m
MeanDiversifFrontier/MaxEntropy.m
MeanDiversifFrontier/MeanTCEntropyFrontier.m
MeanDiversifFrontier/S_MAIN.m
程序.doc
Diversifying Risk Parity.pdf
Managing Diversification.pdf
MeanDiversifFrontier
MeanDiversifFrontier/GenFirstEigVect.m
MeanDiversifFrontier/GenPCBasis.m
MeanDiversifFrontier/MaxEntropy.m
MeanDiversifFrontier/MeanTCEntropyFrontier.m
MeanDiversifFrontier/S_MAIN.m
程序.doc
Diversifying Risk Parity.pdf
Managing Diversification.pdf
MeanDiversifFrontier
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