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

wregion(L,Lden,Lsd,d,v,vfrm,A,DAt,dense, R,K,y,y0,b, pars, wr)

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