Uses of Package
tech.nmfin.portfoliooptimization.markowitz

Packages that use tech.nmfin.portfoliooptimization.markowitz

Package	Description
tech.nmfin.portfoliooptimization.markowitz	Mean-variance portfolio construction from supplied return and covariance estimates.

Classes in tech.nmfin.portfoliooptimization.markowitz used by tech.nmfin.portfoliooptimization.markowitz

Class and Description
MarkowitzByQP Modern portfolio theory (MPT) is a theory of investment which attempts to maximize portfolio expected return for a given amount of portfolio risk, or equivalently minimize risk for a given level of expected return, by carefully choosing the proportions of various assets.