Uses of Class
com.numericalmethod.suanshu.finance.trading.portfoliooptimization.lai2010.Lai2010NPEBModel.OptimalWeights

Packages that use Lai2010NPEBModel.OptimalWeights

Package	Description
com.numericalmethod.suanshu.finance.trading.portfoliooptimization.lai2010

Uses of Lai2010NPEBModel.OptimalWeights in com.numericalmethod.suanshu.finance.trading.portfoliooptimization.lai2010

Methods in com.numericalmethod.suanshu.finance.trading.portfoliooptimization.lai2010 that return Lai2010NPEBModel.OptimalWeights

Modifier and Type	Method and Description
Lai2010NPEBModel.OptimalWeights	Lai2010NPEBModel.optimalWeights(Matrix returns, double lambda) Computes the weights based on given historical returns and the risk-aversion index λ.