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AssetParameters class. AssetParametersJDBC class.calculateEfficientFrontier by setting the range of the expected returns over which the Efficient Frontier
is evaluated to be the entire range over which the (constrained) Efficient Frontier exists.
Markowitz method
methodName and writes the result of the computation to
the database, as indicated by the output query.
Interpolation method
methodName and writes the result of the computation to
the database, as indicated by the output query.
CapitalMarket method
methodName and writes the result of the computation to
the database, as indicated by the output query.
EasyOptimal method
methodName and writes the result of the computation to
the database, as indicated by the output query.
Volatility method
methodName and writes the result of the computation to
the database, as indicated by the output query.
SolveFrontier method
methodName and writes the result of the computation to
the database, as indicated by the output query.
AssetParameters method
methodName and writes the result of the computation to
the database, as indicated by the output query.
TwoAssetPortfolio method
methodName and writes the result of the computation to
the database, as indicated by the output query.
PerformanceEvaluation method
methodName and writes the result of the computation to
the database, as indicated by the output query.
SELECT type SQL query (retrieving rows from
a database), this method identifies the corresponding Markowitz
method
methodName and applies it to every row in the query
result set returning the results in a Object[]
array.
SELECT type SQL query (retrieving rows from
a database), this method identifies the corresponding Interpolation
method
methodName and applies it to every row in the query
result set returning the results in a Object[]
array.
SELECT type SQL query (retrieving rows from
a database), this method identifies the corresponding CapitalMarket
method
methodName and applies it to every row in the query
result set returning the results in a Object[]
array.
SELECT type SQL query (retrieving rows from
a database), this method identifies the corresponding EasyOptimal
method
methodName and applies it to every row in the query
result set returning the results in a Object[]
array.
SELECT type SQL query (retrieving rows from
a database), this method identifies the corresponding Volatility
method
methodName and applies it to every row in the query
result set returning the results in a Object[]
array.
SELECT type SQL query (retrieving rows from
a database), this method identifies the corresponding SolveFrontier
method
methodName and applies it to every row in the query
result set returning the results in a Object[]
array.
SELECT type SQL query (retrieving rows from
a database), this method identifies the corresponding AssetParameters
method
methodName and applies it to every row in the query
result set returning the results in a Object[]
array.
SELECT type SQL query (retrieving rows from
a database), this method identifies the corresponding TwoAssetPortfolio
method
methodName and applies it to every row in the query
result set returning the results in a Object[]
array.
SELECT type SQL query (retrieving rows from
a database), this method identifies the corresponding PerformanceEvaluation
method
methodName and applies it to every row in the query
result set returning the results in a Object[]
array.
SELECT type SQL query (retrieving rows from
a database), this method identifies the corresponding Markowitz
method
methodName and applies it to every row in the query
result set writing the results back to the database as specified by the
output query.
SELECT type SQL query (retrieving rows from
a database), this method identifies the corresponding Interpolation
method
methodName and applies it to every row in the query
result set writing the results back to the database as specified by the
output query.
SELECT type SQL query (retrieving rows from
a database), this method identifies the corresponding CapitalMarket
method
methodName and applies it to every row in the query
result set writing the results back to the database as specified by the
output query.
SELECT type SQL query (retrieving rows from
a database), this method identifies the corresponding EasyOptimal
method
methodName and applies it to every row in the query
result set writing the results back to the database as specified by the
output query.
SELECT type SQL query (retrieving rows from
a database), this method identifies the corresponding Volatility
method
methodName and applies it to every row in the query
result set writing the results back to the database as specified by the
output query.
SELECT type SQL query (retrieving rows from
a database), this method identifies the corresponding SolveFrontier
method
methodName and applies it to every row in the query
result set writing the results back to the database as specified by the
output query.
SELECT type SQL query (retrieving rows from
a database), this method identifies the corresponding AssetParameters
method
methodName and applies it to every row in the query
result set writing the results back to the database as specified by the
output query.
SELECT type SQL query (retrieving rows from
a database), this method identifies the corresponding TwoAssetPortfolio
method
methodName and applies it to every row in the query
result set writing the results back to the database as specified by the
output query.
SELECT type SQL query (retrieving rows from
a database), this method identifies the corresponding PerformanceEvaluation
method
methodName and applies it to every row in the query
result set writing the results back to the database as specified by the
output query.
SELECT type SQL query (retrieving rows from
a database), this method identifies the corresponding Markowitz
method
methodName and applies it to every row in the query
result set writing the results back to the database as specified by the
output query and the input-output pairs.
SELECT type SQL query (retrieving rows from
a database), this method identifies the corresponding Interpolation
method
methodName and applies it to every row in the query
result set writing the results back to the database as specified by the
output query and the input-output pairs.
SELECT type SQL query (retrieving rows from
a database), this method identifies the corresponding CapitalMarket
method
methodName and applies it to every row in the query
result set writing the results back to the database as specified by the
output query and the input-output pairs.
SELECT type SQL query (retrieving rows from
a database), this method identifies the corresponding EasyOptimal
method
methodName and applies it to every row in the query
result set writing the results back to the database as specified by the
output query and the input-output pairs.
SELECT type SQL query (retrieving rows from
a database), this method identifies the corresponding Volatility
method
methodName and applies it to every row in the query
result set writing the results back to the database as specified by the
output query and the input-output pairs.
SELECT type SQL query (retrieving rows from
a database), this method identifies the corresponding SolveFrontier
method
methodName and applies it to every row in the query
result set writing the results back to the database as specified by the
output query and the input-output pairs.
SELECT type SQL query (retrieving rows from
a database), this method identifies the corresponding AssetParameters
method
methodName and applies it to every row in the query
result set writing the results back to the database as specified by the
output query and the input-output pairs.
SELECT type SQL query (retrieving rows from
a database), this method identifies the corresponding TwoAssetPortfolio
method
methodName and applies it to every row in the query
result set writing the results back to the database as specified by the
output query and the input-output pairs.
SELECT type SQL query (retrieving rows from
a database), this method identifies the corresponding PerformanceEvaluation
method
methodName and applies it to every row in the query
result set writing the results back to the database as specified by the
output query and the input-output pairs.
CapitalMarket class. CapitalMarketJDBC class.EasyOptimal class. EasyOptimalJDBC class.calculateEfficientFrontier() method.pointIndex point of the set of points used to represent the
efficient frontier.
setConstraints.
setConstraints.
PointsOnEfficientFrontier which
represents points on the Efficient Frontier.
PointsOnEfficientFrontier which
represents points on the Efficient Frontier.
setConstraints.
setConstraints.
Volatility.historicalEstimate and
volatility.historicalEstimateWithDividends.
Markowitz business class.
Interpolation business class.
CapitalMarket business class.
EasyOptimal business class.
Volatility business class.
SolveFrontier business class.
AssetParameters business class.
TwoAssetPortfolio business class.
PerformanceEvaluation business class.
ratio percent of the entire range from the lower bound and
the (100-ratio) percent of the entire range from the upper bound.
Interpolation class. InterpolationJDBC class.Markowitz class. MarkowitzJDBC class.setAssetWeightsInequalityConstraints
or setAssetWeightsEqualityConstraints.
setAssetWeightsInequalityConstraints
or setAssetWeightsEqualityConstraints.
methodName once using values from
running one SELECT statement.
methodName once using values from
running one SELECT statement.
methodName once using values from
running one SELECT statement.
methodName once using values from
running one SELECT statement.
methodName once using values from
running one SELECT statement.
methodName once using values from
running one SELECT statement.
methodName once using values from
running one SELECT statement.
methodName once using values from
running one SELECT statement.
methodName once using values from
running one SELECT statement.
methodName once using values from
running one SELECT statement and writes the result(s)
back to the database running one INSERT/UPDATE
statement.
methodName once using values from
running one SELECT statement and writes the result(s)
back to the database running one INSERT/UPDATE
statement.
methodName once using values from
running one SELECT statement and writes the result(s)
back to the database running one INSERT/UPDATE
statement.
methodName once using values from
running one SELECT statement and writes the result(s)
back to the database running one INSERT/UPDATE
statement.
methodName once using values from
running one SELECT statement and writes the result(s)
back to the database running one INSERT/UPDATE
statement.
methodName once using values from
running one SELECT statement and writes the result(s)
back to the database running one INSERT/UPDATE
statement.
methodName once using values from
running one SELECT statement and writes the result(s)
back to the database running one INSERT/UPDATE
statement.
methodName once using values from
running one SELECT statement and writes the result(s)
back to the database running one INSERT/UPDATE
statement.
methodName once using values from
running one SELECT statement and writes the result(s)
back to the database running one INSERT/UPDATE
statement.
PerformanceEvaluation class. PerformanceEvaluationJDBC class.SolveFrontier class. SolveFrontierJDBC class.100.TwoAssetPortfolio class. TwoAssetPortfolioJDBC class.Markowitz#setUtilityFunctionPoly()
and Markowitz#setUtilityFunctionInterp() methods of the Markowitz class.Volatility class. VolatilityJDBC class.marketPortfolio) such that we have the Capital Market Line (CML)
portfolio which offers to lowest risk for the given level of the expected
return.
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WebCab Portfolio v5.0 (J2SE Edition) |
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| PREV NEXT | FRAMES NO FRAMES | |||||||||