MVOptimizerNoConstraint (NM DEV API (v1.2.4) by NM)

java.lang.Object
- tech.nmfin.portfoliooptimization.lai2010.optimizer.MVOptimizerNoConstraint

All Implemented Interfaces:

MVOptimizer
```
public class MVOptimizerNoConstraint
extends Object
implements MVOptimizer
```
Solves for optimal weights by closed-form expressions of w(η) when there is no limit on short selling.

Constructor Summary

Constructors
Constructor Description

MVOptimizerNoConstraint()

Method Summary

All Methods Instance Methods Concrete Methods
Modifier and Type	Method	Description
`Vector`	`optimalWeights(Vector mu, Matrix V, double lambda, double eta)`	Solves for the optimal weights given the moments, lambda, and eta.

Methods inherited from class java.lang.Object
clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

- Constructor Detail
  - MVOptimizerNoConstraint
```
public MVOptimizerNoConstraint()
```
- Method Detail
  - optimalWeights
```
public Vector optimalWeights(Vector mu,
                             Matrix V,
                             double lambda,
                             double eta)
```
    Description copied from interface: MVOptimizer
    
    Solves for the optimal weights given the moments, lambda, and eta.
    
    Specified by:
    
    optimalWeights in interface MVOptimizer
    
    Parameters:
    
    mu - the expected returns
    
    V - the covariance matrix
    
    lambda - the risk-aversion index λ
    
    eta - η
    
    Returns:
    
    the weights