Rank: 18810 based on 0 downloads (last 30 days) and 0 file submitted

Annalisa Beato

Banca Marche Spa

Personal Profile:


Watch this Author's files


Comments and Ratings by Annalisa Beato
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.

Contact us