MeanDiversifFrontier

Directory: matlab
Plat: matlab
Size: 1780KB
Downloads: 4
Upload time: 2014-10-11 15:21:29
Uploader: albert
Description:   We propose a unified, fully general methodology to analyze and act on diver- sification in any environment, including long-short trades in highly correlated markets with complex derivatives.

File list:
Diversifying Risk Parity.pdf,1781210,2014-09-23
Managing Diversification.pdf,568759,2014-09-19
MeanDiversifFrontier
....................\Data.mat,5277,2009-03-13
....................\GenFirstEigVect.m,177,2008-08-15
....................\GenPCBasis.m,1293,2009-03-13
....................\MaxEntropy.m,320,2009-02-23
....................\MeanTCEntropyFrontier.m,1680,2014-09-19
....................\S_MAIN.m,1716,2009-03-13
程序.doc,47616,2009-09-22

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