org.drip.sample.efficientfrontier

Class LongOnlyMarkovitzBullet

java.lang.Object

org.drip.sample.efficientfrontier.LongOnlyMarkovitzBullet

public class LongOnlyMarkovitzBullet
extends java.lang.Object

LongOnlyMarkovitzBullet demonstrates the Construction of the Efficient Frontier using the Constrained Mean Variance Optimizer for a Long-Only Portfolio.

Author:

Lakshmi Krishnamurthy

Constructor Summary

Constructors

Constructor and Description
LongOnlyMarkovitzBullet()

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

LongOnlyMarkovitzBullet

public LongOnlyMarkovitzBullet()

Method Detail

main

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

Throws:

java.lang.Exception