Uses of Class
tech.nmfin.portfoliooptimization.lai2010.Lai2010NPEBModel.OptimalWeights
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Packages that use Lai2010NPEBModel.OptimalWeights Package Description tech.nmfin.portfoliooptimization.lai2010 -
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Uses of Lai2010NPEBModel.OptimalWeights in tech.nmfin.portfoliooptimization.lai2010
Methods in tech.nmfin.portfoliooptimization.lai2010 that return Lai2010NPEBModel.OptimalWeights Modifier and Type Method Description Lai2010NPEBModel.OptimalWeights
Lai2010NPEBModel. optimalWeights(Matrix returns, double lambda)
Computes the weights based on given historical returns and the risk-aversion index λ.
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