Evaluates the expected return of a portfolio on the efficient frontier which has a given level of risk.
Remark:
Notes on the input Parameters
A set of points on the Efficient Frontier should be evaluated using methods from the Markowitz class, in particular:
Note: Alternatively you may choose to use the complex type PointsOnEfficientFrontier, and the related methods from the portfolio class in order to find the set of points on the efficient frontier for which it is evaluated.
Exception Type | Condition |
---|---|
InterpolationException | Thrown when there does not correspond a points on the interpolation function corresponding to the parameters given. |
ReferencedServiceException | Thrown if an error occurs while invoking methods of another class. |
SolveFrontier Class | WebCab.Libraries.Finance.Portfolio Namespace | SolveFrontier.FindReturn Overload List | FindReturn(double[], double[], double[], double[], double) - evaluates the value of the expected return on the Efficient Frontier when the maximum risk is given as a function of the expected return. If this function is a constant function in the expected return then this methods reduces to the special case implemented here.