Uses of Interface
tech.nmfin.portfoliooptimization.lai2010.ceta.Ceta.PortfolioMomentsEstimator
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Packages that use Ceta.PortfolioMomentsEstimator Package Description tech.nmfin.portfoliooptimization.lai2010.ceta tech.nmfin.portfoliooptimization.lai2010.ceta.npeb -
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Uses of Ceta.PortfolioMomentsEstimator in tech.nmfin.portfoliooptimization.lai2010.ceta
Constructors in tech.nmfin.portfoliooptimization.lai2010.ceta with parameters of type Ceta.PortfolioMomentsEstimator Constructor Description Ceta(Ceta.PortfolioMomentsEstimator portfolioMomentsEsimator, double lambda)
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Uses of Ceta.PortfolioMomentsEstimator in tech.nmfin.portfoliooptimization.lai2010.ceta.npeb
Classes in tech.nmfin.portfoliooptimization.lai2010.ceta.npeb that implement Ceta.PortfolioMomentsEstimator Modifier and Type Class 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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