搜索资源列表
Black-Litterman-Example
- An excel vba code for solving the famous Black-Litterman s optimum global asset allocation model.-An excel vba code for solving the famous Black-Litterman s optimum global asset allocation model.
MFC写的银行储蓄系统
- MFC写的银行储蓄系统，功能完善，自动分配帐号，有密码功能，debug里有exe文件，运行即可-！-MFC wrote savings bank system, complete functions, automatic allocation account
cal
- An effieicnt matlab m code for solving the optimun capital allocation in the field of Markowitz portfolio optimization.
BlackLittermanStepByStep
- A step-by-step guide for solving the Black-Litterman s optimum global asset allocation model.
kellyCapAlloc
- kelly资产组合分配法测试代码，用于协方差为基础的动态组合资产分配-kelly asset allocation
Portfolio optimization
- 这个问题早在1952年马科维茨（Markowitz）就给出了答案，即：投资组合理论。根据这个理论，我们可以对多资产的组合配置进行优化。(This issue was answered by Markowitz in 1952 (Markowitz): portfolio theory. According to this theory, we can optimize the portfolio allocation of multiple assets.)