Fully Flexible Views and Stress-testing

Full generalization of Black-Litterman and related techniques via entropy pooling

Version 1.6.0 (13.8 MB)
8.5K Downloads
(2)
9 May 2011
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Cite As

Attilio Meucci (2026). Fully Flexible Views and Stress-testing (https://www.mathworks.com/matlabcentral/fileexchange/21307-fully-flexible-views-and-stress-testing), MATLAB Central File Exchange. Retrieved .

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General Information

MATLAB Release Compatibility

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Platform Compatibility

  • Windows
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  • Linux
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Version Published Release Notes
1.6.0

updated references
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1.5.0

Title updated to match publication available online
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1.3.0

updated documentation link
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1.2.0

Updates made to .zip
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1.0.0

Added case study on ranking allocation
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