Interface | Description |
---|---|
MVOptimizer |
Solves for the optimal weight using Mean-Variance optimization.
|
Class | Description |
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MVOptimizerLongOnly |
A long-only MV optimizer.
|
MVOptimizerMinWeights |
Solves for weights with lower bounds.
|
MVOptimizerNoConstraint |
Solves for optimal weights by closed-form expressions of w(η) when
there is no limit on short selling.
|
MVOptimizerShrankMean |
Shrinks the mean towards average before passing the inputs to another
MVOptimizer.
|
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