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Highlights from
Risk and Asset Allocation

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from Risk and Asset Allocation by Attilio Meucci
Software for quantitative portfolio and risk management

PlotEvaluationGeneric.m
close all
NumVBins=round(10*log(NumScenarios));

% optimal allocation vs. allocation decision
for t=1:length(Overall_Correlations)
    figure 
    
    subplot(3,1,1)
    [n,xout] = hist(Suboptimal.StrsTst_Satisfaction(t,:),NumVBins) ;
    h=bar(xout,n,1);
    grid on
    title('satisfaction');

    subplot(3,1,2)
    [n,xout] = hist(Suboptimal.StrsTst_CostConstraints(t,:),NumVBins) ;
    h=bar(xout,n,1);
    grid on
    title('constraint violation cost');

    subplot(3,1,3)
    [n,xout] = hist(Suboptimal.StrsTst_OppCost(t,:),NumVBins) ;
    h=bar(xout,n,1);
    grid on
    title('opportunity cost');
end

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