Uses of Class
tech.nmfin.portfoliooptimization.lai2010.ceta.Ceta.PortfolioMoments
-
Packages that use Ceta.PortfolioMoments Package Description tech.nmfin.portfoliooptimization.lai2010 tech.nmfin.portfoliooptimization.lai2010.ceta tech.nmfin.portfoliooptimization.lai2010.ceta.npeb -
-
Uses of Ceta.PortfolioMoments in tech.nmfin.portfoliooptimization.lai2010
Methods in tech.nmfin.portfoliooptimization.lai2010 that return Ceta.PortfolioMoments Modifier and Type Method Description Ceta.PortfolioMoments
Lai2010NPEBModel.OptimalWeights. moments()
Constructors in tech.nmfin.portfoliooptimization.lai2010 with parameters of type Ceta.PortfolioMoments Constructor Description OptimalWeights(Vector weights, Ceta.PortfolioMoments moments)
-
Uses of Ceta.PortfolioMoments in tech.nmfin.portfoliooptimization.lai2010.ceta
Methods in tech.nmfin.portfoliooptimization.lai2010.ceta that return Ceta.PortfolioMoments Modifier and Type Method Description Ceta.PortfolioMoments
Ceta.PortfolioMomentsEstimator. evaluate(double lambda, double eta)
-
Uses of Ceta.PortfolioMoments in tech.nmfin.portfoliooptimization.lai2010.ceta.npeb
Methods in tech.nmfin.portfoliooptimization.lai2010.ceta.npeb that return Ceta.PortfolioMoments Modifier and Type Method Description Ceta.PortfolioMoments
NPEBPortfolioMomentsEstimator. evaluate(double lambda, double eta)
-