文件名称:blacklitterman
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在投资组合方面很牛的Black-Litterman 策略函数的java版本,可在一个视图中计算预期收益。-This class encapsulates the top level Black-Litterman functionality in terms of backing the risk version out of the market portfolio, and then on to calculating the expected return with views.
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下载文件列表
blacklitterman\BLConfidence.java
..............\BLPrior.java
..............\BLProblem.java
..............\BLResults.java
..............\BLView.java
..............\BLViews.java
..............\BlackLitterman.java
..............\BlackLittermanExample.java
..............\ConfidenceInterval.java
..............\FusaiMeucci.java
..............\HeLitterman.java
..............\IdzorekBLExample.java
..............\IdzorekConfidence.java
..............\KrishnanMains.java
..............\MeanVariance.java
..............\SimpleConfidence.java
..............\package.html
..............\doc-files\package-1.gif
..............\gui\BLApplet.java
..............\...\BLEditStats.java
..............\...\BLViewStats.java
..............\...\BayesianDialog.java
..............\...\GlobalPanel.java
..............\...\OneViewPanel.java
..............\...\OptionsDialog.java
..............\...\PosteriorPanel.java
..............\...\PriorPanel.java
..............\...\ProblemView.java
..............\...\SamplingPanel.java
..............\...\StringTransferHandler.java
..............\...\StringTransferable.java
..............\...\TableTransferHandler.java
..............\...\ViewDialog.java
..............\...\package.html
..............\test\MeanVarianceTest.java
..............\....\package.html
..............\doc-files
..............\gui
..............\test
blacklitterman