Package org.drip.sample.efficientfrontier

Efficient Frontier Markovitz Bullet Variants

Author:

Lakshmi Krishnamurthy

Class Summary

Class	Description
BoundedMarkovitzBullet	BoundedMarkovitzBullet demonstrates the Construction of the Efficient Frontier using the Constrained Mean Variance Optimizer for a Bounded Portfolio.
LongOnlyMarkovitzBullet	LongOnlyMarkovitzBullet demonstrates the Construction of the Efficient Frontier using the Constrained Mean Variance Optimizer for a Long-Only Portfolio.
UnboundedMarkovitzBullet	UnboundedMarkovitzBullet demonstrates the Construction of the Efficient Frontier using the Unconstrained Quadratic Mean Variance Optimizer.
UnboundedMarkovitzBulletExplicit	UnboundedMarkovitzBulletExplicit demonstrates the Explicit Construction of the Efficient Frontier.