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

Packages that use CustomRiskUtilitySettings

Package	Description
org.drip.portfolioconstruction.allocator	MVO Based Portfolio Allocation Construction
org.drip.portfolioconstruction.cardinality	Portfolio Construction under Cardinality Bounds

Uses of CustomRiskUtilitySettings in org.drip.portfolioconstruction.allocator

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

Modifier and Type	Method	Description
CustomRiskUtilitySettings	HoldingsAllocationControl.customRiskUtilitySettings()	Retrieve the Instance of the Custom Risk Utility Settings
static CustomRiskUtilitySettings	CustomRiskUtilitySettings.RiskAversion(double riskAversion)	The Risk Aversion Variance Minimizer CustomRiskUtilitySettings Instance
static CustomRiskUtilitySettings	CustomRiskUtilitySettings.RiskTolerant(double riskTolerance)	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	Description
BoundedHoldingsAllocationControl(java.lang.String[] assetIDArray, CustomRiskUtilitySettings customRiskUtilitySettings, EqualityConstraintSettings equalityConstraintSettings)	BoundedHoldingsAllocationControl Constructor
HoldingsAllocationControl(java.lang.String[] assetIDArray, CustomRiskUtilitySettings customRiskUtilitySettings, EqualityConstraintSettings equalityConstraintSettings)	HoldingsAllocationControl Constructor

Uses of CustomRiskUtilitySettings in org.drip.portfolioconstruction.cardinality

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

Constructor	Description
UpperBoundHoldingsAllocationControl(java.lang.String[] assetIDArray, CustomRiskUtilitySettings customRiskUtilitySettings, EqualityConstraintSettings equalityConstraintSettings, int cardinalityUpperBound)	UpperBoundHoldingsAllocationControl Constructor