# Package com.numericalmethod.suanshu.model.corvalan2005

• Interface Summary
Interface Description
Corvalan2005.WeightsConstraint
Constraints on weights which are defined by a set of less-than constraints.
• Class Summary
Class Description
Corvalan2005
This paper tackles the corner solution problem of many portfolio optimizers, by optimizing the portfolio diversification with some relaxation on the volatility σ and the expected return R of a given optimized (but non-diversified) portfolio.