Fully Flexible Extreme Views

Version 1.1.0.0 (18.7 KB) by Attilio Meucci
Entropy Pooling for extreme views on CVaR
5.0
(1)
1.8K Downloads
Updated 9 May 2011

View License

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 (2024). Fully Flexible Extreme Views (https://www.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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FullyFlexibleExtremeViews/

Version Published Release Notes
1.1.0.0

updated references
1.0.0.0