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Christopher


4 total contributions since 2014

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Submitted


portfolioMom.m
Portfolio higher order co-moments

6 years ago | 1 download |

Submitted


optimal_weights.m
Portfolio allocation with higher order moments under mean-variance, exponential, power utilities

6 years ago | 1 download |

Submitted


co_moments_ext.m
Extracts higher order moments (not repeated) value from matrices

6 years ago | 1 download |

Submitted


co_moments.m
Computes calculation of Mean Vector, Covariance, Coskewness and Cokurtosis Matrices

6 years ago | 4 downloads |