Managing Diversification

Entropy-based mean-diversification efficient frontier

6K Downloads

Updated 9 May 2011

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To walk through the code and for a thorough description, refer to
See A. Meucci (2009), "Managing Diversification"

Latest version of article and code available at http://symmys.com/node/199

Cite As

Attilio Meucci (2023). Managing Diversification (https://www.mathworks.com/matlabcentral/fileexchange/23271-managing-diversification), MATLAB Central File Exchange. Retrieved .

MATLAB Release Compatibility
Created with R2006b
Compatible with any release
Platform Compatibility
Windows macOS Linux
Acknowledgements

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Version Published Release Notes
1.4.0.0

updated references

1.2.0.0

updated documentation link

1.0.0.0