Robust Bayesian Allocation (Scripts) Publisher's description
from Attilio Meucci
To walk through the code and for a thorough description, refer to A
To walk through the code and for a thorough description, refer to A. Meucci (2005), "Robust Bayesian Allocation".
Latest version of article and code available at http://symmys.com/node/102
System Requirements:MATLAB 7.11 (2010b)
Program Release Status: New Release
Program Install Support: Install and Uninstall