matlab开发 MeanValueAtRiskOptimization
matlab开发-MeanValueAtRiskOptimization。此库包含mvarp对象(meanValueAtriskPortfolio)。
文件列表
MeanValueAtRiskOptimization.zip
(预估有个9文件)
license.txt
1KB
NormalDistributionVaR.m
776B
ScriptMeanVaRPortfolio.m
2KB
HistoricalVaR.m
667B
Data.mat
28KB
GuideMeanVaROptimization.pdf
1.4MB
MeanVaRPortfolio.m
13KB
GeneralizedParetoDistributionVaR.m
1KB
MaximumLikelihoodEstimatorParetoDistribution.m
832B
暂无评论