Package | Description |
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tech.nmfin.portfoliooptimization.markowitz | |
tech.nmfin.portfoliooptimization.markowitz.constraints |
Class and Description |
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QPConstraint
This interface allows adding constraints to a Quadratic Programming problem
solving w_eff, the efficient frontier or the optimal allocation of
assets.
|
Class and Description |
---|
QPConstraint
This interface allows adding constraints to a Quadratic Programming problem
solving w_eff, the efficient frontier or the optimal allocation of
assets.
|
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