factorsDistribution: Panel X of joint factors realizations and vector p of...

Description Author(s) References

Description

Panel X of joint factors realizations and vector p of respective probabilities for factors

Author(s)

Xavier Vallsflamejat@gmail.com

References

A. Meucci, "Fully Flexible Views: Theory and Practice", The Risk Magazine, October 2008, p 100-106. http://symmys.com/node/158


R-Finance/Meucci documentation built on May 8, 2019, 3:52 a.m.