Brownian Distance Variance: private API

abstract type BrownianDistanceVarianceFormulation <: AbstractAlgorithm

Abstract supertype for all Brownian Distance Variance formulation algorithms.

All concrete types implementing specific formulations for the Brownian Distance Variance optimisation constraint should subtype BrownianDistanceVarianceFormulation.

Related

• NormOneConeBrownianDistanceVariance
• IneqBrownianDistanceVariance
• BrownianDistanceVariance

const BDVarRkFormulations = Union{<:RSOCRiskExpr, <:QuadRiskExpr}

Union of valid optimisation formulations for the BrownianDistanceVariance risk measure.

Related

• RSOCRiskExpr
• QuadRiskExpr
• BrownianDistanceVariance