Exercises in Advanced Risk and Portfolio Management
text and comments on solutions available at http://symmys.com/node/170
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To walk through the code and for a thorough description, refer to
A. Meucci, (2009) "Exercises in Advanced Risk and Portfolio Management - With Step-by-Step Solutions and Fully Documented Code"
Latest version of article and code available at http://symmys.com/node/170
Cite As
Attilio Meucci (2026). Exercises in Advanced Risk and Portfolio Management (https://se.mathworks.com/matlabcentral/fileexchange/25010-exercises-in-advanced-risk-and-portfolio-management), MATLAB Central File Exchange. Retrieved .
Acknowledgements
Inspired: ConvertCentraToRawMoments2d( centralMoments, mean )
Categories
Find more on Portfolio Optimization and Asset Allocation in Help Center and MATLAB Answers
General Information
- Version 1.4.0.0 (1.43 MB)
MATLAB Release Compatibility
- Compatible with any release
Platform Compatibility
- Windows
- macOS
- Linux
