To walk through the code and for a thorough description, refer to
A. Meucci (2010), "Visualizing the Propagation of Risk: Square-Root Rule, Covariances and Ellipsoids"
Latest version of article and code available at http://symmys.com/node/137
Attilio Meucci (2022). Visualizing the Propagation of Risk (https://www.mathworks.com/matlabcentral/fileexchange/31425-visualizing-the-propagation-of-risk), MATLAB Central File Exchange. Retrieved .
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