dev.nm.solver.multivariate.constrained.convex.sdp.socp.problem.portfoliooptimization
Interfaces
PortfolioRiskExactSigma.MatrixRoot
Classes
MarketImpact1
PortfolioRiskExactSigma
PortfolioRiskExactSigma.DefaultRoot
PortfolioRiskExactSigma.Diagonalization
SOCPPortfolioConstraint
SOCPPortfolioConstraint.Variable
SOCPPortfolioObjectiveFunction
SOCPPortfolioProblem
SOCPRiskConstraint
Exceptions
SOCPPortfolioConstraint.ConstraintViolationException