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Markowitz.TurningPointRisk Method 

Returns the risk of the portfolio on the Efficient Frontier, where portfolios on the Efficient Frontier with lower expected returns have higher risk.

public double TurningPointRisk();

Return Value

A double equal to the risk (to agiven precision) of the point at which the Efficient Frontier 'curves back on itself'.

Remarks

Note that prior to calling this method you will need to have already called TurningPointExpectedReturn. Moreover, the precision to which the risk (at the turning point) is evaluated is determined by degree of precision required in the call TurningPointExpectedReturn.

Exceptions

Exception TypeCondition
RuntimeExceptionThrown if the method TurningPointExpectedReturn.

See Also

Markowitz Class | Portfolio Namespace