Code covered by the BSD License  

Highlights from
Fully Flexible Views and Stress-testing

image thumbnail

Fully Flexible Views and Stress-testing

by

Attilio Meucci (view profile)

 

02 Sep 2008 (Updated )

Full generalization of Black-Litterman and related techniques via entropy pooling

Prior2Posterior(M,Q,M_Q,S,G,S_G)

Contact us