Uses of Interface
tech.nmfin.portfoliooptimization.corvalan2005.diversification.DiversificationMeasure

Packages that use DiversificationMeasure

Package	Description
tech.nmfin.portfoliooptimization.corvalan2005
tech.nmfin.portfoliooptimization.corvalan2005.diversification

Uses of DiversificationMeasure in tech.nmfin.portfoliooptimization.corvalan2005

Constructors in tech.nmfin.portfoliooptimization.corvalan2005 with parameters of type DiversificationMeasure

Constructor and Description
Corvalan2005(Minimizer<? super ConstrainedOptimProblem,IterativeSolution<Vector>> minimizer, DiversificationMeasure diversificationMeasure, double deltaSigma, double deltaR) Constructs an instance of the Corvalan model.

Uses of DiversificationMeasure in tech.nmfin.portfoliooptimization.corvalan2005.diversification

Classes in tech.nmfin.portfoliooptimization.corvalan2005.diversification that implement DiversificationMeasure

Modifier and Type	Class and Description
class	ProductOfWeights Defines portfolio diversification as \[ D(w) = \prod_i w_i \]
class	SumOfPoweredWeights Defines portfolio diversification as \[ D(w) = \sum_i w_i^P \]
class	SumOfSquaredWeights Defines portfolio diversification as \[ D(w) = \sum_i w_i^2 \]
class	SumOfWLogW Defines portfolio diversification as \[ D(w) = \sum_i w_i \ln(w_i) \]