| 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.
|
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