Class Ceta.PortfolioMoments

  • Enclosing class:
    Ceta

    public static class Ceta.PortfolioMoments
    extends Object
    • Constructor Detail

      • PortfolioMoments

        public PortfolioMoments​(double moment1,
                                double moment2)
    • Method Detail

      • moment1

        public double moment1()
        Returns:
        E(w'(η)μ)
      • moment2

        public double moment2()
        Returns:
        E(w'(η)Vw(η))