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