STRAP Code
Software Toolkit for Risk Analysis of Portfolios
Status: Pre-Alpha
Brought to you by:
glahaye
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Tree [c9da17] default tip / History
| File | Date | Author | Commit |
|---|---|---|---|
| ComputeRelativeRiskMeasures.m | 2012-08-13 |
glahaye
|
[964938] Initial version of the file |
| ComputeReturns.m | 2012-07-29 |
glahaye
|
[c648df] Initial version of this file |
| ComputeValueOfHoldings.m | 2012-07-23 |
glahaye
|
[0916b5] First version of this file |
| ReadPortfolioData.m | 2012-07-29 |
glahaye
|
[16b4f0] Changed a variable's name |
| strap.m | 2012-10-09 |
glahaye
|
[c9da17] Fix to volatility measures |
