Returns the risk of the portfolio on the Efficient Frontier, where portfolios on the Efficient Frontier with lower expected returns have higher risk.
A double equal to the risk (to agiven precision) of the point at which the Efficient Frontier 'curves back on itself'.
Note that prior to calling this method you will need to have already called TurningPointExpectedReturn. Moreover, the precision to which the risk (at the turning point) is evaluated is determined by degree of precision required in the call TurningPointExpectedReturn.
Exception Type | Condition |
---|---|
RuntimeException | Thrown if the method TurningPointExpectedReturn. |
Markowitz Class | WebCab.Libraries.Finance.Portfolio Namespace