| 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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