Fully Flexible Extreme Views

Entropy Pooling for extreme views on CVaR

Version 1.1.0.0 (18.7 KB)
1.8K Downloads
(1)
9 May 2011

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To walk through the code and for a thorough description, refer to
A. Meucci, D. Ardia, S.Keel (2010) "Fully Flexible Extreme Views",

Latest version of article and code available at http://symmys.com/node/159

Cite As

Attilio Meucci (2026). Fully Flexible Extreme Views (https://www.mathworks.com/matlabcentral/fileexchange/26478-fully-flexible-extreme-views), MATLAB Central File Exchange. Retrieved .

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General Information

MATLAB Release Compatibility

  • Compatible with any release

Platform Compatibility

  • Windows
  • macOS
  • Linux
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Version Published Release Notes
1.1.0.0

updated references
1.0.0.0