Evaluates the set of (possibly constrained) portfolios on the Efficient Frontier which are optimal with respect to the investors utility function.
Evaluates the set of (possibly constrained) portfolios on the Efficient Frontier which are optimal with respect to the investors utility function.
public double[][] OptimalPortfolio(double,double,double[][]);
This method constructs the optimal portfolios with respect to the investors utility function over the entire range for which the Efficient Frontier exists.
public double[][] OptimalPortfolio(double[][],double[]);
Markowitz Class | WebCab.Libraries.Finance.Portfolio Namespace