WebCab Portfolio Web Services for .NET v5.0 Demo

CapitalMarket.GetEfficientFrontierAssetWeights Method 

Returns the array of dimension two containing the weights of the known portfolios on the Efficient Frontier.

public double[][] GetEfficientFrontierAssetWeights();

Return Value

The asset weights of a portfolios at the points at which the Efficient Frontier is known.

Remarks

The returned array of dimension two has the following form. For the set of points for which the Efficient Frontier is known the i-th point where the 1-st point is the point corresponding to the portfolio with the lowest expected return and the 2-nd point corresponds to the portfolio with the next to lowest expected return and so on; portfolios asset weights are given by returned[i], where return is the array of dimension two returned by this method.

Stateful Nature of this Method

Before this method is called you are required to evaluate the Efficient Frontier by using the method CalculateEfficientFrontier.

See Also

CapitalMarket Class | Portfolio Namespace | GetEfficientFrontierPortfolioRisks - this associated method evaluates the corresponding risks of the portfolios at the set of points at which the Efficient Frontier is known. | GetEfficientFrontierPortfolioRisks - this associated method evaluates the corresponding values of the expected returns of the portfolios on the Efficient Frontier.