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Algorithm

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Personal Profile:: Senior Quantitative Analyst
Professional Interests:: Strategic & Tactical Asset Allocation. Quantitative Risk Management

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Comments and Ratings by Algorithm		1 - 1 of 1
Updated	File	Comments	Rating
27 Jun 2011	Fully Flexible Views and Stress-testing Full generalization of Black-Litterman and related techniques via entropy pooling Author: Attilio Meucci	forte. grazie attilio

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27 Jun 2011	Fully Flexible Views and Stress-testing Full generalization of Black-Litterman and related techniques via entropy pooling	Algorithm	forte. grazie attilio	5
04 Jun 2009	Fully Flexible Views and Stress-testing Full generalization of Black-Litterman and related techniques via entropy pooling	Eddie Seven	also evidently requires the stats toolbox for e.g. mvnrnd (or a 1 line rewrite using chol)	Comment only

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