Visualizing the Propagation of Risk
Square-root rule diffusion for location-dispersion ellipsoid
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To walk through the code and for a thorough description, refer to
A. Meucci (2010), "Visualizing the Propagation of Risk: Square-Root Rule, Covariances and Ellipsoids"
Latest version of article and code available at http://symmys.com/node/137
Cite As
Attilio Meucci (2026). Visualizing the Propagation of Risk (https://www.mathworks.com/matlabcentral/fileexchange/31425-visualizing-the-propagation-of-risk), MATLAB Central File Exchange. Retrieved .
General Information
- Version 1.0.0.0 (12.6 KB)
MATLAB Release Compatibility
- Compatible with any release
Platform Compatibility
- Windows
- macOS
- Linux
| Version | Published | Release Notes | Action |
|---|---|---|---|
| 1.0.0.0 |
