Class ReturnsMoments


  • public class ReturnsMoments
    extends Object
    Contains the estimated moments of asset returns.
    • Constructor Detail

      • ReturnsMoments

        public ReturnsMoments​(Vector mu,
                              Matrix V)
        Constructs an instance.
        Parameters:
        mu - the first moment vector, i.e., μ = E[r]
        V - the second moment matrix, i.e., V = E[rr']
    • Method Detail

      • mu

        public Vector mu()
        Gets the mean vector.
        Returns:
        the mean vector
      • V

        public Matrix V()
        Gets the second moment matrix.
        Returns:
        the second moment matrix