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文件名称:CVaR-optimization
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- 上传时间：2017-01-17
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文件大小：6.52kb
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计算CVaR值并在CVaR最小化的前提下求解资产组合的权重问题-CVaR optimal
(系统自动生成,下载前可以参看下载内容)
下载文件列表
CVaR optimization/CVaR optimization/functions/CVaROptimization.asv
CVaR optimization/CVaR optimization/functions/CVaROptimization.m
CVaR optimization/CVaR optimization/READ ME FIRST.txt
CVaR optimization/CVaR optimization/scripts/CVaR_fmincon.m
CVaR optimization/CVaR optimization/scripts/CVaR_fmincon_variousR0.m
CVaR optimization/license.txt
CVaR optimization/CVaR optimization/functions
CVaR optimization/CVaR optimization/scripts
CVaR optimization/CVaR optimization
CVaR optimization
CVaR optimization/CVaR optimization/functions/CVaROptimization.m
CVaR optimization/CVaR optimization/READ ME FIRST.txt
CVaR optimization/CVaR optimization/scripts/CVaR_fmincon.m
CVaR optimization/CVaR optimization/scripts/CVaR_fmincon_variousR0.m
CVaR optimization/license.txt
CVaR optimization/CVaR optimization/functions
CVaR optimization/CVaR optimization/scripts
CVaR optimization/CVaR optimization
CVaR optimization
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