Rank: 49860 based on 0 downloads (last 30 days) and 0 file submitted

Amaranta Pannella


Personal Profile:


Watch this Author's files


Comments and Ratings by Amaranta Pannella
Updated File Comments Rating
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

Contact us