Returns the expected return of the portfolio on the Efficient Frontier with the lowest value of the expected return.
Advantage of this approach
The distinct advantage of this approach is that in conjunction with the method MinFrontierReturnWeights we are able to evaluate a point (at the lower end of the extremum of the expected returns) corresponding to a portfolio on the Efficient Frontier. Where unlike the situation with the optimization procedures CalculateEfficientFrontier and EfficientFrontier we are able to do so with almost no computational overhead.
Markowitz Class | WebCab.Libraries.Finance.Portfolio Namespace | MinFrontierReturnWeights