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Exercises in Advanced Risk and Portfolio Management

5.0 | 6 ratings Rate this file 42 Downloads (last 30 days) File Size: 1.43 MB File ID: #25010 Version: 1.4

Exercises in Advanced Risk and Portfolio Management



12 Aug 2009 (Updated )

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To walk through the code and for a thorough description, refer to
A. Meucci, (2009) "Exercises in Advanced Risk and Portfolio Management - With Step-by-Step Solutions and Fully Documented Code"
Latest version of article and code available at


This file inspired Convert Centra To Raw Moments2d( Central Moments, Mean ).

MATLAB release MATLAB 7.8 (R2009a)
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Comments and Ratings (6)
06 Jun 2014 Joydeep Lahiri

17 Dec 2013 Zoe

Zoe (view profile)

14 Dec 2013 francesco

very comprehensive work

03 Nov 2013 Mirko

Mirko (view profile)


11 Nov 2011 Thomas

Thomas (view profile)

So useful, you just can't imagine

27 Dec 2010 Justin Ceglar

Awesome, thank you

03 May 2010 1.1

Added exercises

06 Jul 2010 1.2

Added new exercises

04 Aug 2010 1.3

Added random matrix theory
Added dynamic strategies

09 May 2011 1.4

updated references

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