tech.nmfin.portfoliooptimization.clm

Class TurningPoint

java.lang.Object

tech.nmfin.portfoliooptimization.clm.TurningPoint

public class TurningPoint
extends Object

Represents a turning point on a Markowitz critical line.

Method Summary

Modifier and Type	Method and Description
double	lambda()
double	mu()
Vector	weight()

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Method Detail

lambda

public double lambda()

mu

public double mu()

weight

public Vector weight()