Package tech.nmfin.portfoliooptimization.lai2010.ceta.npeb
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Class Summary Class Description NPEBPortfolioMomentsEstimator Uses Non-Parametric Empirical Bayes (NPEB) approach to estimate the first and the second moments of the weighted portfolios.
| Class | Description |
|---|---|
| NPEBPortfolioMomentsEstimator |
Uses Non-Parametric Empirical Bayes (NPEB) approach to estimate the first and
the second moments of the weighted portfolios.
|