Uses of Class
org.drip.execution.risk.PowerVarianceObjectiveUtility

Packages that use PowerVarianceObjectiveUtility

Package	Description
org.drip.execution.risk	Optimal Execution MVO Efficient Frontier

Uses of PowerVarianceObjectiveUtility in org.drip.execution.risk

Methods in org.drip.execution.risk that return PowerVarianceObjectiveUtility

Modifier and Type	Method	Description
static PowerVarianceObjectiveUtility	PowerVarianceObjectiveUtility.LiquidityVaR(double dblRiskAversion)	Generate the Liquidity VaR Version of the Power Variance Utility Function