CVaR-optimization

  计算CVaR值并在CVaR最小化的前提下求解资产组合的权重问题(CVaR optimal)

CVaR optimization
.................\CVaR optimization
.................\.................\functions
.................\.................\.........\CVaROptimization.asv,2471,2017-01-17
.................\.................\.........\CVaROptimization.m,2471,2014-02-12
.................\.................\READ ME FIRST.txt,1619,2014-02-12
.................\.................\scripts
.................\.................\.......\CVaR_fmincon.m,1942,2014-02-12
.................\.................\.......\CVaR_fmincon_variousR0.m,1983,2014-02-12
.................\license.txt,1320,2014-02-12