tech.nmfin.portfoliooptimization.lai2010.ceta

Class Ceta.PortfolioMoments

java.lang.Object

tech.nmfin.portfoliooptimization.lai2010.ceta.Ceta.PortfolioMoments

Enclosing class:

Ceta

public static class Ceta.PortfolioMoments
extends Object

Constructor Summary

Constructors

Constructor and Description
PortfolioMoments(double moment1, double moment2)

Method Summary

Modifier and Type	Method and 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))