Ceta.PortfolioMoments (NM DEV API (v1.2.4) by NM)

java.lang.Object
- tech.nmfin.portfoliooptimization.lai2010.ceta.Ceta.PortfolioMoments

Enclosing class:: Ceta

public static class Ceta.PortfolioMoments
extends Object

- Constructor Summary
  
  Constructors
  Constructor Description
  
  PortfolioMoments(double moment1, double moment2)
- Method Summary
  
  All Methods Instance Methods Concrete Methods
  Modifier and Type Method Description
  
  double moment1()
  
  double moment2()
  - Methods inherited from class java.lang.Object
    clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

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))