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Fully Flexible Extreme Views

version 1.1.0.0 (18.7 KB) by Attilio Meucci
Entropy Pooling for extreme views on CVaR

1.8K Downloads

Updated 09 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 (2022). 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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