VAr-CVaR

  CVaR的计算，以及cvar最优化的投资组合权重问题(VAR CVAR OPTIMAL)

VAR与CVaR计算方法
.................\VaR与CVar计算实验报告杨玄实验.docx,151007,2011-06-29
.................\代码--运行前阅读readme
.................\......................\Data.xlsx,19448,2011-06-28
.................\......................\fun.m,270,2011-06-28
.................\......................\fun1.asv,301,2011-06-28
.................\......................\fun1.m,352,2011-06-28
.................\......................\fun2.asv,346,2011-06-28
.................\......................\fun2.m,397,2011-06-28
.................\......................\fun3.asv,143,2011-06-28
.................\......................\fun3.m,143,2011-06-28
.................\......................\fun4.asv,679,2011-06-28
.................\......................\fun4.m,687,2011-06-28
.................\......................\main.asv,787,2011-06-28
.................\......................\main.m,787,2011-06-28
.................\......................\newdata.txt,7167,2011-06-28
.................\......................\readme readme readme readme readme.txt,168,2011-06-29
.................\......................\test.asv,53,2011-06-28
.................\......................\test.m,53,2011-06-28
.................\......................\xuhao.xlsx,23841,2011-06-28
.................\......................\大元股份600146.xls,203365,2011-06-25
.................\......................\遗传算法工具箱
.................\......................\..............\genetic
.................\......................\..............\.......\bs2rv.M,3356,2003-01-26
.................\......................\..............\.......\contents.M,1833,2003-01-24
.................\......................\..............\.......\crtbase.M,1238,2003-01-26
.................\......................\..............\.......\crtbp.M,2270,2003-01-26
.................\......................\..............\.......\crtrp.M,2156,2003-01-26
.................\......................\..............\.......\DOC
.................\......................\..............\.......\...\GATBXA0.PS,53484,1998-04-22
.................\......................\..............\.......\...\GATBXA1.PS,204230,1998-04-22
.................\......................\..............\.......\...\GATBXA2.PS,200234,1998-04-22
.................\......................\..............\.......\gpl.txt,18349,2003-07-18
.................\......................\..............\.......\migrate.M,7272,2003-01-26
.................\......................\..............\.......\mpga.M,4074,2003-01-26
.................\......................\..............\.......\mut.M,1663,2003-01-26
.................\......................\..............\.......\mutate.M,3503,2003-01-26
.................\......................\..............\.......\mutbga.M,5008,2003-01-26
.................\......................\..............\.......\objfun1.M,2717,2003-01-21
.................\......................\..............\.......\objharv.M,2643,2003-01-21
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.................\......................\..............\.......\recdis.M,1890,2003-01-26
.................\......................\..............\.......\recint.M,1958,2003-01-26
.................\......................\..............\.......\reclin.M,2018,2003-01-26
.................\......................\..............\.......\recmut.M,4996,2003-01-26
.................\......................\..............\.......\recombin.M,2569,2003-01-26
.................\......................\..............\.......\reins.M,5638,2003-01-26
.................\......................\..............\.......\rep.M,1272,2003-01-26
.................\......................\..............\.......\resplot.M,2145,2003-01-22
.................\......................\..............\.......\rws.M,1166,2003-01-26
.................\......................\..............\.......\scaling.M,1255,2003-01-26
.................\......................\..............\.......\select.M,2466,2003-01-26
.................\......................\..............\.......\sga.M,2161,2003-01-24
.................\......................\..............\.......\sus.M,1384,2003-01-22
.................\......................\..............\.......\Test_fns
.................\......................\..............\.......\........\demoga1.M,5111,2003-01-26
.................\......................\..............\.......\........\mpga.M,4783,2003-01-26
.................\......................\..............\.......\........\objbran.M,2611,2003-01-29
.................\......................\..............\.......\........\objdopi.M,4206,2003-01-26
.................\......................\..............\.......\........\objeaso.M,2507,2003-01-29
.................\......................\..............\.......\........\objfun1.M,2714,2003-01-21
.................\......................\..............\.......\........\objfun1a.M,2582,2003-01-21
.................\......................\..............\.......\........\objfun1b.M,2441,2003-01-21
.................\......................\..............\.......\........\objfun2.M,2593,2003-01-21
.................\......................\..............\.......\........\objfun6.M,2819,2003-01-21
.................\......................\..............\.......\........\objfun7.M,2523,2003-01-21
.................\......................\..............\.......\........\objfun8.M,2747,2003-01-21
.................\......................\..............\.......\........\objfun9.M,2470,2003-01-21
.................\......................\..............\.......\........\objgold.M,2700,2003-01-21
.................\......................\..............\.......\........\objharv.M,2643,2003-01-21
.................\......................\..............\.......\........\objlinq.M,3381,2003-01-21
.................\......................\..............\.......\........\objlinq2.M,4100,2003-01-26
.................\......................\..............\.......\........\objpush.M,2678,2003-01-21
.................\......................\..............\.......\........\objsixh.M,2610,2003-01-29
.................\......................\..............\.......\........\resplot.M,2132,2003-01-26
.................\......................\..............\.......\........\sga.M,1969,2003-01-26
.................\......................\..............\.......\........\simdopi1.M,2690,1998-04-22
.................\......................\..............\.......\........\simdopi2.M,873,1998-04-22
.................\......................\..............\.......\........\simlinq1.M,2442,2003-01-21
.................\......................\..............\.......\........\simlinq2.M,850,2003-01-26
.................\......................\..............\.......\........\simobjp.M,531,2003-01-26
.................\......................\..............\.......\........\TEST_FNS.PS,140988,1998-04-22
.................\......................\..............\.......\xovdp.M,1106,2003-01-22
.................\......................\..............\.......\xovdprs.M,1155,2003-01-22
.................\......................\..............\.......\xovmp.M,2873,2003-01-22
.................\......................\..............\.......\xovsh.M,1097,2003-01-22
.................\......................\..............\.......\xovshrs.M,1145,2003-01-22
.................\......................\..............\.......\xovsp.M,1110,2003-01-22
.................\......................\..............\.......\xovsprs.M,1155,2003-01-22