Package | Description |
---|---|
tech.nmfin.portfoliooptimization.lai2010 | |
tech.nmfin.portfoliooptimization.lai2010.ceta | |
tech.nmfin.portfoliooptimization.lai2010.ceta.npeb |
Modifier and Type | Method and Description |
---|---|
Ceta.PortfolioMoments |
Lai2010NPEBModel.OptimalWeights.moments() |
Constructor and Description |
---|
OptimalWeights(Vector weights,
Ceta.PortfolioMoments moments) |
Modifier and Type | Method and Description |
---|---|
Ceta.PortfolioMoments |
Ceta.PortfolioMomentsEstimator.evaluate(double lambda,
double eta) |
Modifier and Type | Method and Description |
---|---|
Ceta.PortfolioMoments |
NPEBPortfolioMomentsEstimator.evaluate(double lambda,
double eta) |
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