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

Packages that use HoldingsAllocationControl

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

Uses of HoldingsAllocationControl in org.drip.portfolioconstruction.allocator

Subclasses of HoldingsAllocationControl in org.drip.portfolioconstruction.allocator

Modifier and Type	Class	Description
class	BoundedHoldingsAllocationControl	BoundedHoldingsAllocationControl holds the Parameters needed to build the Portfolio with Bounds on the Underlying Assets.

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

Modifier and Type	Method	Description
HoldingsAllocation	ConstrainedMeanVarianceOptimizer.allocate(HoldingsAllocationControl holdingsAllocationControl, AssetUniverseStatisticalProperties assetUniverseStatisticalProperties)
abstract HoldingsAllocation	MeanVarianceOptimizer.allocate(HoldingsAllocationControl portfolioConstructionParameters, AssetUniverseStatisticalProperties assetUniverseStatisticalProperties)	Allocate the Optimal Portfolio Weights given the Portfolio Construction Parameters
HoldingsAllocation	QuadraticMeanVarianceOptimizer.allocate(HoldingsAllocationControl portfolioConstructionParameters, AssetUniverseStatisticalProperties assetUniverseStatisticalProperties)
MarkovitzBullet	MeanVarianceOptimizer.efficientFrontier(HoldingsAllocationControl portfolioConstructionParameters, AssetUniverseStatisticalProperties assetUniverseStatisticalProperties, int frontierSampleUnits)	Generate the Efficient Frontier given the Portfolio Construction Parameters
HoldingsAllocation	ConstrainedMeanVarianceOptimizer.globalMinimumVarianceAllocate(HoldingsAllocationControl portfolioConstructionParameters, AssetUniverseStatisticalProperties assetUniverseStatisticalProperties)
abstract HoldingsAllocation	MeanVarianceOptimizer.globalMinimumVarianceAllocate(HoldingsAllocationControl portfolioConstructionParameters, AssetUniverseStatisticalProperties assetUniverseStatisticalProperties)	Allocate the Global Minimum Variance Portfolio without any Returns Constraints in the Parameters
HoldingsAllocation	QuadraticMeanVarianceOptimizer.globalMinimumVarianceAllocate(HoldingsAllocationControl portfolioConstructionParameters, AssetUniverseStatisticalProperties assetUniverseStatisticalProperties)
HoldingsAllocation	ConstrainedMeanVarianceOptimizer.longOnlyMaximumReturnsAllocate(HoldingsAllocationControl portfolioConstructionParameters, AssetUniverseStatisticalProperties assetUniverseStatisticalProperties)
abstract HoldingsAllocation	MeanVarianceOptimizer.longOnlyMaximumReturnsAllocate(HoldingsAllocationControl portfolioConstructionParameters, AssetUniverseStatisticalProperties assetUniverseStatisticalProperties)	Allocate the Long-Only Maximum Returns Portfolio
HoldingsAllocation	QuadraticMeanVarianceOptimizer.longOnlyMaximumReturnsAllocate(HoldingsAllocationControl portfolioConstructionParameters, AssetUniverseStatisticalProperties assetUniverseStatisticalProperties)

Uses of HoldingsAllocationControl in org.drip.portfolioconstruction.cardinality

Subclasses of HoldingsAllocationControl in org.drip.portfolioconstruction.cardinality

Modifier and Type	Class	Description
class	UpperBoundHoldingsAllocationControl	UpperBoundHoldingsAllocationControl holds the Parameters needed to build the Portfolio with Bounds on the Underlying Assets as well as Portfolio Level Holdings Cardinality Constraint.

Methods in org.drip.portfolioconstruction.cardinality with parameters of type HoldingsAllocationControl

Modifier and Type	Method	Description
TadonkiVialHoldingsAllocation	TadonkiVialMeanVarianceOptimizer.allocate(HoldingsAllocationControl holdingsAllocationControl, AssetUniverseStatisticalProperties assetUniverseStatisticalProperties)