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Error SIGMA must be a symmetric positive semi-definite matrix
So I'm calculating CVAR of a portfolio of conventional bonds and Sukuk. I'm trying to simulate asset scenarios, using the Normal...
mer än 6 år ago | 1 answer | 0
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I need MATLAB to read my data from the bottom up.
I'm calculating portfolio returns from daily prices. As you can see from the attached file, my dates are organised such that lat...
mer än 6 år ago | 1 answer | 0
