Robust Bayesian Allocation

portofolio optimization that controls for estimation risk

Version 1.0.0 (118 KB)
1.5K Downloads
(2)
12 May 2011
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Cite As

Attilio Meucci (2026). Robust Bayesian Allocation (https://www.mathworks.com/matlabcentral/fileexchange/31419-robust-bayesian-allocation), MATLAB Central File Exchange. Retrieved .

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Find more on Portfolio Optimization for Asset Allocation in Help Center and MATLAB Answers

General Information

MATLAB Release Compatibility

  • Compatible with any release

Platform Compatibility

  • Windows
  • macOS
  • Linux
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Version Published Release Notes
1.0.0

Download

  • Install in MATLAB

    Requires R2026b and later. Learn more