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Annalisa Beato

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Banca Marche Spa

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Comments and Ratings by Annalisa
Updated File Comments Rating
08 Apr 2013 CVaR Portfolio Optimization Conditional Value at Risk (CVaR) portfolio optimization with the PortfolioCVaR object Author: Seth DeLand

It's a good example for the PortfolioCVaR object. I had to use tick2ret instead of price2ret.

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