WebCab Portfolio for .NET v5.0 Demo

SolveFrontier.FindRisk Method

Evaluates the risk of the portfolio on the Efficient Frontier which has a given expected return.

Overload List

Evaluates the risk of the portfolio on the Efficient Frontier which has a given expected return.

public double FindRisk(double,double[],double[]);

Evaluates a value of the risk of the portfolio on the Efficient Frontier which is optimal with respect to the investors (Risk) Utility function which is a function of risk.

public double FindRisk(double[],double[],double[],double[],double);

See Also

SolveFrontier Class | WebCab.Libraries.Finance.Portfolio Namespace | FindRisk(double[], double[], double[], double[], double) - evaluates the value of the risk on the Efficient Frontier where the expected return desire is given as a function of the risk. If this function is a constant function in risk then it reduces to the special case implemented here.