Fully Flexible Extreme Views

Version 1.1.0.0 (18.7 KB) by Attilio Meucci
Entropy Pooling for extreme views on CVaR
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1.8K Downloads
Updated 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://ch.mathworks.com/matlabcentral/fileexchange/26478-fully-flexible-extreme-views), MATLAB Central File Exchange. Retrieved .

MATLAB Release Compatibility
Created with R2009a
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