Resources, code and guidance for practitioners using the Black-Litterman model in MATLAB
| Date | Contributor | Description | Rating |
|---|---|---|---|
| 1 Feb 2013 | Steve Wilcockson |
Sample MATLAB implementations and extensions are available for download from practitioners such as Attilio Meucci and Jay Walters, plus advisory webinars and other materials. You can use these functions with the Financial Toolbox portfolio analysis and asset allocation functionality. |
| Tag | Applied By | Date/Time |
|---|---|---|
| computational finance | Steve Wilcockson | 1 Feb 2013 at 10:52am |
| financial services | Steve Wilcockson | 1 Feb 2013 at 10:52am |
| analyze risk | Steve Wilcockson | 1 Feb 2013 at 10:52am |
| risk | Steve Wilcockson | 1 Feb 2013 at 10:52am |
| asset allocation | Steve Wilcockson | 1 Feb 2013 at 10:52am |
| portfolio optimization | Steve Wilcockson | 1 Feb 2013 at 10:52am |
| portfolio analysis | Steve Wilcockson | 1 Feb 2013 at 10:52am |
| black-litterman | Steve Wilcockson | 1 Feb 2013 at 10:52am |