<p>Dataset used in Historical Scenarios with Fully Flexible Probabilities
(<code>matrix</code> format).</p>

datasets

Implements numerical entropy-pooling for portfolio construction and
scenario analysis as described in Meucci, Attilio (2008) and Meucci, Attilio (2010)
<doi:10.2139/ssrn.1696802>.

Bernardo Reckziegel

Fully Flexible Probabilities for Stress Testing and Portfolio
Construction

db function

<p>An object of class <code>matrix</code> (inherits from <code>array</code>) with 1083 rows and 9 columns.</p>

db: Dataset used in Historical Scenarios with Fully Flexible Probabilities (`matrix` format).

Description

Usage

Arguments

Format

See Also