Base finite allocation

PortfolioOptimisers.FiniteAllocationOptimisationEstimator Type

abstract type FiniteAllocationOptimisationEstimator <: OptimisationEstimator

Abstract supertype for finite allocation portfolio optimisation estimators.

Finite allocation estimators convert continuous portfolio weights into discrete share quantities given an investment budget and asset prices.

Related Types

• OptimisationEstimator

• DiscreteAllocation

• GreedyAllocation

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PortfolioOptimisers.FiniteAllocationOptimisationResult Type

abstract type FiniteAllocationOptimisationResult <: OptimisationResult

Abstract supertype for finite allocation optimisation result types.

Related Types

• OptimisationResult

• DiscreteAllocationResult

• GreedyAllocationResult

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