WebCab Portfolio Web Services for .NET v5.0 Demo

Markowitz.ExpectedArrayWithProbabilitiesKnown Method 

Deprecated.

public double[] ExpectedArrayWithProbabilitiesKnown(
   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 XML Web service AssetParameters.

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

See Also

Markowitz Class | Portfolio Namespace