| Interface | Description |
|---|---|
| MVOptimizer |
Solves for the optimal weight using Mean-Variance optimization.
|
| Class | Description |
|---|---|
| MVOptimizerLongOnly |
A long-only MV optimizer.
|
| MVOptimizerMinWeights |
Solves for weights with lower bounds.
|
| MVOptimizerNoConstraint |
Solves for optimal weights by closed-form expressions of w(η) when
there is no limit on short selling.
|
| MVOptimizerShrankMean |
Shrinks the mean towards average before passing the inputs to another
MVOptimizer.
|
Copyright © 2010-2020 NM FinTech Ltd.. All Rights Reserved.