The value of the portfolio risk of a portfolio on the efficient frontier for which the corresponding expected return will be evaluated.
riskAtPoints
returnAtPoints
Remarks
Remark:
Since the Efficient Frontier is monotonically
increasing in risk against return any possible value of the expected
return will correspond on a unique value of the risk of the portfolio
on the Efficient Frontier.
For details concerning how to evaluated the weights of the assets
within the portfolio on the Efficient Frontier with a given expected return
please see the SolveFrontier class API documentation.
Notes on the input Parameters
A set of points on the Efficient Frontier should be evaluated using
methods from the Markowitz class, in particular:
riskPoints - the values of the (known) risk points on the
Efficient Frontier are evaluated using the method
GetEfficientFrontierPortfolioRisks
returnPoints - the values of the (known) return points on the
Efficient Frontier are evaluated using the method
GetEfficientFrontierExpectedReturns
Note: Alternatively you may choose to use the complex type
PointsOnEfficientFrontier, and the related methods from the
portfolio class in order to find the set of points on the efficient
frontier for which it is evaluated.