tech.nmfin.portfoliooptimization.lai2010.ceta

Interface Ceta.PortfolioMomentsEstimator

All Known Implementing Classes:

NPEBPortfolioMomentsEstimator

Enclosing class:

Ceta

public static interface Ceta.PortfolioMomentsEstimator

Method Summary

Modifier and Type	Method and Description
Ceta.PortfolioMoments	evaluate(double lambda, double eta)

Method Detail

evaluate

Ceta.PortfolioMoments evaluate(double lambda,
                               double eta)