Uses of Class
org.drip.portfolioconstruction.params.AssetUniverseStatisticalProperties

Packages that use AssetUniverseStatisticalProperties

Package	Description
org.drip.portfolioconstruction.allocator
org.drip.portfolioconstruction.asset
org.drip.portfolioconstruction.params

Uses of AssetUniverseStatisticalProperties in org.drip.portfolioconstruction.allocator

Methods in org.drip.portfolioconstruction.allocator with parameters of type AssetUniverseStatisticalProperties

Modifier and Type	Method and Description
OptimizationOutput	QuadraticMeanVarianceOptimizer.allocate(PortfolioConstructionParameters pcp, AssetUniverseStatisticalProperties ausp)
abstract OptimizationOutput	MeanVarianceOptimizer.allocate(PortfolioConstructionParameters pcp, AssetUniverseStatisticalProperties ausp) Allocate the Optimal Portfolio Weights given the Portfolio Construction Parameters
OptimizationOutput	ConstrainedMeanVarianceOptimizer.allocate(PortfolioConstructionParameters pcp, AssetUniverseStatisticalProperties ausp)
static OptimizationOutput	OptimizationOutput.Create(AssetComponent[] aACOptimal, AssetUniverseStatisticalProperties ausp) Create an Instance of the Optimal Portfolio
MarkovitzBullet	MeanVarianceOptimizer.efficientFrontier(PortfolioConstructionParameters pcp, AssetUniverseStatisticalProperties ausp, int iFrontierSampleUnits) Generate the Efficient Frontier given the Portfolio Construction Parameters
RdToR1[]	PortfolioConstructionParameters.equalityConstraintRdToR1(AssetUniverseStatisticalProperties ausp) Retrieve the Equality Constraint R^d To R^1 Corresponding to the Specified Constraint Type
double[]	PortfolioConstructionParameters.equalityConstraintValue(AssetUniverseStatisticalProperties ausp) Retrieve the Equality Constraint Values Corresponding to the Specified Constraint Type
OptimizationOutput	QuadraticMeanVarianceOptimizer.globalMinimumVarianceAllocate(PortfolioConstructionParameters pcp, AssetUniverseStatisticalProperties ausp)
abstract OptimizationOutput	MeanVarianceOptimizer.globalMinimumVarianceAllocate(PortfolioConstructionParameters pcp, AssetUniverseStatisticalProperties ausp) Allocate the Global Minimum Variance Portfolio without any Returns Constraints in the Parameters
OptimizationOutput	ConstrainedMeanVarianceOptimizer.globalMinimumVarianceAllocate(PortfolioConstructionParameters pcp, AssetUniverseStatisticalProperties ausp)
OptimizationOutput	QuadraticMeanVarianceOptimizer.longOnlyMaximumReturnsAllocate(PortfolioConstructionParameters pcp, AssetUniverseStatisticalProperties ausp)
abstract OptimizationOutput	MeanVarianceOptimizer.longOnlyMaximumReturnsAllocate(PortfolioConstructionParameters pcp, AssetUniverseStatisticalProperties ausp) Allocate the Long-Only Maximum Returns Portfolio
OptimizationOutput	ConstrainedMeanVarianceOptimizer.longOnlyMaximumReturnsAllocate(PortfolioConstructionParameters pcp, AssetUniverseStatisticalProperties ausp)
RdToR1	PortfolioConstructionParameters.returnsConstraint(AssetUniverseStatisticalProperties ausp) Retrieve the Mandatory Returns Constraint
RdToR1	CustomRiskUtilitySettings.riskObjectiveUtility(java.lang.String[] astrAssetID, AssetUniverseStatisticalProperties ausp) Retrieve the Custom Risk Objective Utility Multivariate

Uses of AssetUniverseStatisticalProperties in org.drip.portfolioconstruction.asset

Methods in org.drip.portfolioconstruction.asset with parameters of type AssetUniverseStatisticalProperties

Modifier and Type	Method and Description
double	Portfolio.expectedReturn(AssetUniverseStatisticalProperties apsp) Retrieve the Expected Returns of the Portfolio
double	Portfolio.variance(AssetUniverseStatisticalProperties apsp) Retrieve the Variance of the Portfolio

Uses of AssetUniverseStatisticalProperties in org.drip.portfolioconstruction.params

Methods in org.drip.portfolioconstruction.params that return AssetUniverseStatisticalProperties

Modifier and Type	Method and Description
static AssetUniverseStatisticalProperties	AssetUniverseStatisticalProperties.FromMultivariateMetrics(MultivariateMoments mvm) Construct an Instance of AUSP from the corresponding MultivariateMetrics Instance