WebCab Portfolio for .NET v5.0 Demo

CapitalMarket.MarketPortfolioExpectedReturn Method (Double[][], Double[], Double, Double)

public double MarketPortfolioExpectedReturn(
   double[][] cov,
   double[] expectedReturns,
   double riskFreeRate,
   double precision
);

See Also

CapitalMarket Class | WebCab.Libraries.Finance.Portfolio Namespace | CapitalMarket.MarketPortfolioExpectedReturn Overload List