WebCab Portfolio Web Services for .NET v5.0 Demo

CapitalMarket.MarketPortfolio Method

Constructs the Market Portfolio and returns the portfolios asset weights.

Overload List

Constructs the Market Portfolio and returns the portfolios asset weights.

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

Finds the Market Portfolio by searching over the entire range of the Efficient Frontier.

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

See Also

CapitalMarket Class | Portfolio Namespace