You are now following this Submission
- You will see updates in your followed content feed
- You may receive emails, depending on your communication preferences
To walk through the code and for a thorough description, refer to
See A. Meucci (2009), "Managing Diversification"
Latest version of article and code available at http://symmys.com/node/199
Cite As
Attilio Meucci (2026). Managing Diversification (https://uk.mathworks.com/matlabcentral/fileexchange/23271-managing-diversification), MATLAB Central File Exchange. Retrieved .
Acknowledgements
Inspired: Number of Effective Bets Codes
Categories
Find more on Portfolio Optimization and Asset Allocation in Help Center and MATLAB Answers
General Information
- Version 1.4.0.0 (8.79 KB)
MATLAB Release Compatibility
- Compatible with any release
Platform Compatibility
- Windows
- macOS
- Linux
