WebCab Portfolio for COM v5.0 Demo

Markowitz.CalculateEfficientFrontier Method

Calculates the interpolation points used in order to construct the Efficient Frontier with a given range of expected returns for a collection of assets from which the optimal portfolio can be constructed.

Overload List

Calculates the interpolation points used in order to construct the Efficient Frontier with a given range of expected returns for a collection of assets from which the optimal portfolio can be constructed.

public void CalculateEfficientFrontier(double,double,double[,],double[],int,double);

This method calls the CalculateEfficientFrontier by setting the range of the expected returns over which the Efficient Frontier is evaluated to be the entire range over which the (constrained) Efficient Frontier exists.

public void CalculateEfficientFrontier(double[,],double[],int,double);

See Also

Markowitz Class | WebCab.COM.Finance.Portfolio Namespace