PortfolioOptimisers.NSkeFormulations — Typeconst NSkeFormulations = Union{<:NSkeQuadFormulations, <:SOCRiskExpr}Union of valid optimisation formulations for the NegativeSkewness risk measure.
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This document was generated with Documenter.jl version 1.19.0 on Friday 18 September 2026. Using Julia version 1.13.0.
struct SOCRiskExpr <: SecondMomentFormulationEncodes the square root of the second moment as a second-order cone variable.
const NSkeQuadFormulationsUnion of the second-moment formulations that state the risk of the Negative Skewness risk measure as an explicit square.