Name | Description | Type | Package | Framework |
Corvalan2005 | Class | com.numericalmethod.suanshu.model.corvalan2005 | SuanShu | |
Corvalan2005 .WeightsConstraint | Constraints on weights which are defined by a set of less-than constraints. | Interface | com.numericalmethod.suanshu.model.corvalan2005 | SuanShu |
DiversificationMeasure | Defines the diversification of a portfolio. | Interface | com.numericalmethod.suanshu.model.corvalan2005.diversification | SuanShu |
MinimumWeights | This constraint puts lower bounds on weights. | Class | com.numericalmethod.suanshu.model.corvalan2005.constraint | SuanShu |
NoConstraints | Weights are unconstrained and constraints() returns null. | Class | com.numericalmethod.suanshu.model.corvalan2005.constraint | SuanShu |
NoShortSelling | Weights cannot be negative. | Class | com.numericalmethod.suanshu.model.corvalan2005.constraint | SuanShu |
ProductOfWeights | Class | com.numericalmethod.suanshu.model.corvalan2005.diversification | SuanShu | |
SumOfPoweredWeights | Defines portfolio diversification as D(w) = sum_i w_i^P | Class | com.numericalmethod.suanshu.model.corvalan2005.diversification | SuanShu |
SumOfSquaredWeights | Defines portfolio diversification as D(w) = sum_i w_i^2 | Class | com.numericalmethod.suanshu.model.corvalan2005.diversification | SuanShu |
SumOfWLogW | Defines portfolio diversification as D(w) = sum_i w_i ln(w_i) | Class | com.numericalmethod.suanshu.model.corvalan2005.diversification | SuanShu |