Uses of Record Class
org.episteme.social.economics.PortfolioOptimizer.Asset

Packages that use PortfolioOptimizer.Asset

Package	Description
org.episteme.social.economics	Provides comprehensive mathematical models for economic systems, agent-based modeling, and financial analysis.

Uses of PortfolioOptimizer.Asset in org.episteme.social.economics

Method parameters in org.episteme.social.economics with type arguments of type PortfolioOptimizer.Asset

Modifier and Type	Method	Description
static List<PortfolioOptimizer.EfficientFrontierPoint>	PortfolioOptimizer.generateEfficientFrontier(List<PortfolioOptimizer.Asset> assets, Real[][] correlations, int numPoints)	Generates efficient frontier points.
static PortfolioOptimizer.Portfolio	PortfolioOptimizer.optimizeMaxSharpe(List<PortfolioOptimizer.Asset> assets, Real[][] correlations, Real riskFreeRate)	Optimizes portfolio for maximum Sharpe ratio.
static PortfolioOptimizer.Portfolio	PortfolioOptimizer.optimizeMinVolatility(List<PortfolioOptimizer.Asset> assets, Real[][] correlations, Real targetReturn)	Optimizes portfolio for minimum volatility given target return.
static Real	PortfolioOptimizer.portfolioReturn(List<PortfolioOptimizer.Asset> assets, Real[] weights)	Calculates portfolio return.
static Real	PortfolioOptimizer.portfolioVolatility(List<PortfolioOptimizer.Asset> assets, Real[] weights, Real[][] correlationMatrix)	Calculates portfolio volatility.