org.drip.sample.assetallocation

Class RiskTolerantVarianceMinimizer

java.lang.Object

org.drip.sample.assetallocation.RiskTolerantVarianceMinimizer

public class RiskTolerantVarianceMinimizer
extends java.lang.Object

RiskTolerantVarianceMinimizer demonstrates the Construction of an Optimal Portfolio using the Variance Minimization with a Fully Invested Constraint on a Risk Tolerance Objective Function.

Author:

Lakshmi Krishnamurthy

Constructor Summary

Constructors

Constructor and Description
RiskTolerantVarianceMinimizer()

Method Summary

Modifier and Type	Method and Description
static void	main(java.lang.String[] astrArgs)

Methods inherited from class java.lang.Object

equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

RiskTolerantVarianceMinimizer

public RiskTolerantVarianceMinimizer()

Method Detail

main

public static final void main(java.lang.String[] astrArgs)
                       throws java.lang.Exception

Throws:

java.lang.Exception