Managing Diversification

Entropy-based mean-diversification efficient frontier


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

Cite As

Attilio Meucci (2023). Managing Diversification (, MATLAB Central File Exchange. Retrieved .

MATLAB Release Compatibility
Created with R2006b
Compatible with any release
Platform Compatibility
Windows macOS Linux
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Version Published Release Notes

updated references

updated documentation link