Package org.ojalgo.finance.portfolio

Class Summary

BlackLittermanModel
CapitalAssetPricingModel
FinancePortfolio	Classes in this package relate to modelling of financial investment portfolios, and Modern Portfolio Theory.
FixedReturnsPortfolio
FixedWeightsPortfolio
MarketEquilibrium	MarketEquilibrium translates between the market portfolio weights and the equilibrium excess returns.
MarkowitzModel	The Markowitz model, in this class, is defined as:
PortfolioMixer
SimpleAsset
SimplePortfolio

Enum Summary

ConvictionGrade