Package org.ojalgo.finance.portfolio

Interface Summary
FinancePortfolio  
 

Class Summary
BlackLittermanModel  
CapitalAssetPricingModel  
CovarianceBasedModel  
EquilibriumReturnsPortfolio  
EquilibriumWeightsPortfolio  
MarketEquilibrium MarketEquilibrium
MarkowitzModel The Markowitz Model is normally defined as:

min [w]T[C][w]
subject to [w]T[r] = ro
and |[w]| = 1

or

max [w]T[r]
subject to [w]T[C][w] = vo
and |[w]| = 1
MeanVarianceAsset An asset is a financial instrument that can be bought and sold.
NormalisedPortfolio  
SimpleAsset  
StrategicShift  
StrategicTransformation