CVaR的计算，以及cvar最优化的投资组合权重问题
资源文件列表
cvarwebinar/cvarwebinar.m , 4203
cvarwebinar/cvarwebinar_calibration.m , 3122
cvarwebinar/cvarwebinar_normality.m , 2083
cvarwebinar/cvarwebinar_optimization.m , 4779
cvarwebinar/cvarwebinar_reality.m , 5228
cvarwebinar/cvarwebinar_scenarios.m , 10435
cvarwebinar/cvarwebinar_theory.m , 8516
cvarwebinar/data/BuyWriteStockUniverse.mat , 675464
cvarwebinar/data/BuyWriteTestData.mat , 2323
cvarwebinar/license.txt , 1526
cvarwebinar/readme.txt , 2032
cvarwebinar/setlocalpaths.m , 235
cvarwebinar/source/covered_engine.m , 16208
cvarwebinar/source/gbm_calibration.m , 2987
cvarwebinar/source/gbm_call_price.m , 921
cvarwebinar/source/gbm_upcrossing_prob.m , 1431
cvarwebinar/source/uncovered_engine.m , 4186