Code covered by the BSD License
Highlights from
Robust Bayesian Allocation
- EfficientFrontier(NumPortf, C... This function returns the NumPortf x 1 vector expected returns,
- MainSectorsSnP.m
- S_SimulationsCaseStudy.m
- S_SnPCaseStudy.m
- View all files
Robust Bayesian Allocation
12 May 2011 portofolio optimization that controls for estimation risk |
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