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