Code covered by the BSD License
Attilio Meucci (view profile)
12 May 2011
portofolio optimization that controls for estimation risk
Watch this File
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
nice file. Thank you very much!