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Review of Dynamic Allocation Strategies

version 1.1.0.0 (4.31 KB) by Attilio Meucci
Convex versus Concave Management, CPPI, OBPI, portfolio insurance, etc.

3.7K Downloads

Updated 09 May 2011

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To walk through the code and for a thorough description, see
Meucci A., "Review of Dynamic Allocation Strategies"

Latest version of article and code available at http://symmys.com/node/153

Cite As

Attilio Meucci (2022). Review of Dynamic Allocation Strategies (https://www.mathworks.com/matlabcentral/fileexchange/28384-review-of-dynamic-allocation-strategies), MATLAB Central File Exchange. Retrieved .

MATLAB Release Compatibility
Created with R2009b
Compatible with any release
Platform Compatibility
Windows macOS Linux

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