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Risk and Asset Allocation

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Risk and Asset Allocation

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16 Nov 2005 (Updated )

Software for quantitative portfolio and risk management

DecisionPrior(Market,InvestorProfile)
function Allocation = DecisionPrior(Market,InvestorProfile)

% prior is the equally weighted allocation 
N=length(Market.CurrentPrices);
Allocation=1/N*InvestorProfile.Budget./Market.CurrentPrices;





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