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Amaranta Pannella

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25 Oct 2011 Managing Diversification Entropy-based mean-diversification efficient frontier Author: Attilio Meucci

Dear Attilio Meucci.
I was very interested in your article about diversification.
But when I tried to use the code I always have problem of local minima for fmincon in
"MaxEntropy" function.
how can I solve them?
thank you in advance

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