https://it.mathworks.com/help/finance/portrand.html
portrand - Randomized portfolio risks, returns, and weights - MATLAB
This MATLAB function returns the risks, rates of return, and weights of random portfolio configurations.
portfolio risksrandomizedreturnsweightsmatlab
https://www.unsw.edu.au/science/our-schools/maths/engage-with-us/seminars/2018/approximations-credit-portfolio-losses-under-extreme-risks
Approximations for Credit Portfolio Losses under Extreme Risks | School of Mathematics and...
school of mathematicsfor credit