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

ProcessNPlotFrontier(T_0,Nu_0,Mu_0,Sigma_0,T,Mu_Hat,Sigma_Hat,NumPortf)

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