Review of Dynamic Allocation Strategies
Convex versus Concave Management, CPPI, OBPI, portfolio insurance, etc.
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To walk through the code and for a thorough description, see
Meucci A., "Review of Dynamic Allocation Strategies"
Latest version of article and code available at http://symmys.com/node/153
Cite As
Attilio Meucci (2026). Review of Dynamic Allocation Strategies (https://www.mathworks.com/matlabcentral/fileexchange/28384-review-of-dynamic-allocation-strategies), MATLAB Central File Exchange. Retrieved .
Categories
Find more on Portfolio Optimization and Asset Allocation in Help Center and MATLAB Answers
General Information
- Version 1.1.0.0 (4.31 KB)
MATLAB Release Compatibility
- Compatible with any release
Platform Compatibility
- Windows
- macOS
- Linux
