DROP Portfolio Construction Asset Package contains the Asset Characteristics, Bounds, Portfolio Benchmarks.
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AssetBounds AssetBounds holds the Upper/Lower Bounds on an Asset.
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AssetComponent AssetComponent holds the Amount of an Asset given by the corresponding ID.
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Portfolio Portfolio implements an Instance of the Portfolio of Assets.
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PortfolioBenchmarkMetrics PortfolioBenchmarkMetrics holds the Metrics that result from a Relative Valuation of a Portfolio with respect to a Benchmark.
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PortfolioMetrics PortfolioMetrics holds the Expected Portfolio Returns and the Standard Deviation.
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Grinold, R. C., and R. N. Kahn (1999): Active Portfolio Management, 2nd Edition McGraw-Hill NY
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Idzorek, T. (2005): A Step-by-Step Guide to the Black-Litterman Model: Incorporating User-Specified Confidence Levels Ibbotson Associates Chicago, IL
- Main => https://lakshmidrip.github.io/DROP/
- Wiki => https://github.com/lakshmiDRIP/DROP/wiki
- GitHub => https://github.com/lakshmiDRIP/DROP
- Repo Layout Taxonomy => https://github.com/lakshmiDRIP/DROP/blob/master/Taxonomy.md
- Javadoc => https://lakshmidrip.github.io/DROP/Javadoc/index.html
- Technical Specifications => https://github.com/lakshmiDRIP/DROP/tree/master/Docs/Internal
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- Issues Catalog => https://github.com/lakshmiDRIP/DROP/issues