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.PortfolioMomentsLai2010NPEBModel.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.PortfolioMomentsCeta.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.PortfolioMomentsNPEBPortfolioMomentsEstimator. evaluate(double lambda, double eta)
-