Code covered by the BSD License  

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Risk and Asset Allocation

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Risk and Asset Allocation

by

Attilio Meucci (view profile)

 

16 Nov 2005 (Updated )

Software for quantitative portfolio and risk management

optstep(A,b,c, y0,y,d,v,dxmdz, K,L,symLden, dense,Ablkjc,Aord,ADA,DAt, feasratio, R,pars)

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