| Date | File | Comment by | Comment | Rating |
|---|---|---|---|---|
| 04 Jun 2009 | Entropy Pooling: Fully Flexible Views and Stress-testing Full generalization of Black-Litterman and related techniques | Seven, Eddie | also evidently requires the stats toolbox for e.g. mvnrnd (or a 1 line rewrite using chol) |
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| 07 Aug 2008 | Risk and Asset Allocation Software for quantitative portfolio and risk management | YANG, Haida | many thanks~~~ |
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| 02 Jul 2008 | Risk and Asset Allocation Software for quantitative portfolio and risk management | Boutros, Hany | Thanks |
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| 19 Mar 2008 | Risk and Asset Allocation Software for quantitative portfolio and risk management | Marczis, David | ||
| 26 Feb 2008 | Risk and Asset Allocation Software for quantitative portfolio and risk management | Qiang, Chris | ||
| 17 Feb 2008 | Risk and Asset Allocation Software for quantitative portfolio and risk management | Litvinov, Roman | very useful. thanks |
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| 28 Jan 2008 | Risk and Asset Allocation Software for quantitative portfolio and risk management | SONG, leo | ||
| 19 Oct 2007 | Risk and Asset Allocation Software for quantitative portfolio and risk management | Zong, udo | ||
| 03 Aug 2007 | Risk and Asset Allocation Software for quantitative portfolio and risk management | Dupleich, Rodrigo | very good Book and code is illustrative!! thanks. |
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| 30 Jul 2007 | Risk and Asset Allocation Software for quantitative portfolio and risk management | Babaitsev, Eugene | Very nice for illustrative purposes. |
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| 30 Jul 2007 | Risk and Asset Allocation Software for quantitative portfolio and risk management | Cifter, Atilla | Very useful |
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| 21 Jun 2007 | Risk and Asset Allocation Software for quantitative portfolio and risk management | Candolfini, Matteo | An excellent piece of work!
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| 11 Jun 2007 | Risk and Asset Allocation Software for quantitative portfolio and risk management | Benos, Alexandros | ||
| 07 Jun 2007 | Risk and Asset Allocation Software for quantitative portfolio and risk management | Quilis, Enrique M. | Very useful and complete. |
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| 16 Apr 2007 | Risk and Asset Allocation Software for quantitative portfolio and risk management | Chen, Janson | Excellent |
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| 04 Apr 2007 | Risk and Asset Allocation Software for quantitative portfolio and risk management | Iorgulescu, Alina | ||
| 19 Mar 2007 | Risk and Asset Allocation Software for quantitative portfolio and risk management | Sinha, Bhaskar | one of the few COMPLETE book in asset allocation, exaustive and stimulating. a dream for a researcher !!! you NEED this if you really serious. |
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| 07 Mar 2007 | Risk and Asset Allocation Software for quantitative portfolio and risk management | song, dong | ||
| 11 Jan 2007 | Risk and Asset Allocation Software for quantitative portfolio and risk management | Shvorob, Dimitri | An amazing book, and extremely useful and user-friendly code. Thank you. |
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| 12 Oct 2006 | Risk and Asset Allocation Software for quantitative portfolio and risk management | Ahmad, Mukhtar | greatly helpful |
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| 17 Jun 2006 | Risk and Asset Allocation Software for quantitative portfolio and risk management | anonymus, anonymus | Excelent source of free knowlegde! |
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