WebCab Portfolio for COM v5.0 Demo

Markowitz.PortfolioVariance Method 

Deprecated.

public double PortfolioVariance(
   double[] weight,
   double[,] covarianceMatrix
);

Parameters

weight
weight[i] is the weight for asset i. Note that, x[0] + x[1] + ... + x[N - 1]=1.
covarianceMatrix
The covariance matrix of the portfolio's assets.

Remarks

Replaced by methods within the class AssetParameters.

Evaluates the variance of the portfolio's value.

See Also

Markowitz Class | WebCab.COM.Finance.Portfolio Namespace