Package org.drip.sample.assetallocation

Class ReturnsConstrainedVarianceMinimizer

java.lang.Object
org.drip.sample.assetallocation.ReturnsConstrainedVarianceMinimizer
public class ReturnsConstrainedVarianceMinimizer
extends java.lang.Object
ReturnsConstrainedVarianceMinimizer demonstrates the Construction of an Optimal Portfolio using the Variance Minimizing Allocator with Weight Normalization Constraints and Design Returns Constraints.



Author:
Lakshmi Krishnamurthy

  • Constructor Summary

    Constructors
    Constructor Description
    ReturnsConstrainedVarianceMinimizer()  

  • Method Summary

    Modifier and Type Method Description
    static void main​(java.lang.String[] argumentArray)
    Entry Point

    Methods inherited from class java.lang.Object

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

  • Constructor Details

    • ReturnsConstrainedVarianceMinimizer

      public ReturnsConstrainedVarianceMinimizer()

  • Method Details

    • main

      public static final void main​(java.lang.String[] argumentArray) throws java.lang.Exception
      Entry Point
      Parameters:
      argumentArray - Command Line Argument Array
      Throws:
      java.lang.Exception - Thrown on Error/Exception Situation