Uses of Class
org.drip.portfolioconstruction.allocator.CustomRiskUtilitySettings

Packages that use CustomRiskUtilitySettings

Package	Description
org.drip.portfolioconstruction.allocator

Uses of CustomRiskUtilitySettings in org.drip.portfolioconstruction.allocator

Methods in org.drip.portfolioconstruction.allocator that return CustomRiskUtilitySettings

Modifier and Type	Method and Description
CustomRiskUtilitySettings	PortfolioConstructionParameters.optimizerSettings() Retrieve the Instance of the Quadratic Custom Risk Utility Settings
static CustomRiskUtilitySettings	CustomRiskUtilitySettings.RiskAversion(double dblRiskAversion) The Risk Aversion Variance Minimizer CustomRiskUtilitySettings Instance
static CustomRiskUtilitySettings	CustomRiskUtilitySettings.RiskTolerant(double dblRiskTolerance) The Risk Tolerant Variance Minimizer CustomRiskUtilitySettings Instance
static CustomRiskUtilitySettings	CustomRiskUtilitySettings.VarianceMinimizer() The Variance Minimizer CustomRiskUtilitySettings Instance

Constructors in org.drip.portfolioconstruction.allocator with parameters of type CustomRiskUtilitySettings

Constructor and Description
BoundedPortfolioConstructionParameters(java.lang.String[] astrAssetID, CustomRiskUtilitySettings qcru, PortfolioEqualityConstraintSettings pecs) BoundedPortfolioConstructionParameters Constructor
PortfolioConstructionParameters(java.lang.String[] astrAssetID, CustomRiskUtilitySettings crus, PortfolioEqualityConstraintSettings pecs) PortfolioConstructionParameters Constructor