To walk through the code and for a thorough description, refer to A. Meucci (2005), "Robust Bayesian Allocation".
Latest version of article and code available at http://symmys.com/node/102
Attilio Meucci (2022). Robust Bayesian Allocation (https://www.mathworks.com/matlabcentral/fileexchange/31419-robust-bayesian-allocation), MATLAB Central File Exchange. Retrieved .
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