- java.lang.Object
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- tech.nmfin.portfoliooptimization.lai2010.ceta.Ceta.PortfolioMoments
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Constructor Summary
Constructors
Constructor and Description |
PortfolioMoments(double moment1,
double moment2) |
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Method Summary
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Methods inherited from class java.lang.Object
clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait
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Method Detail
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moment1
public double moment1()
- Returns:
- E(w'(η)μ)
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moment2
public double moment2()
- Returns:
- E(w'(η)Vw(η))
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