Constructs the Market Portfolio and returns the portfolios asset weights.
Constructs the Market Portfolio and returns the portfolios asset weights.
public double[] MarketPortfolio(double,double,double[,],double);
Finds the Market Portfolio by searching over the entire range of the Efficient Frontier.
public double[] MarketPortfolio(double[,],double[],double);
CapitalMarket Class | WebCab.COM.Finance.Portfolio Namespace