Package | Description |
---|---|
tech.nmfin.portfoliooptimization.lai2010.ceta | |
tech.nmfin.portfoliooptimization.lai2010.ceta.npeb |
Constructor and Description |
---|
Ceta(Ceta.PortfolioMomentsEstimator portfolioMomentsEsimator,
double lambda) |
Modifier and Type | Class and Description |
---|---|
class |
NPEBPortfolioMomentsEstimator
Uses Non-Parametric Empirical Bayes (NPEB) approach to estimate the first and
the second moments of the weighted portfolios.
|
Copyright © 2010-2020 NM FinTech Ltd.. All Rights Reserved.