WebCab Portfolio for .NET v5.0 Demo

Markowitz.ExpectedReturns Method (Double[], Double[][])

Deprecated.

public double[] ExpectedReturns(
   double[] probability,
   double[][] returns
);

Parameters

probability
probability[i] is the probability of state i to occur.
returns
returns[i][j] is the return (increase in market value) of the asset j in the ith state.

Remarks

Replaced by methods within the class AssetParameters.

Returns an array containing the expected returns for each asset from a given collection of assets.

See Also

Markowitz Class | WebCab.Libraries.Finance.Portfolio Namespace | Markowitz.ExpectedReturns Overload List