WebCab Portfolio Web Services for .NET v5.0 Demo

CapitalMarket.GetPointsOnEfficientFrontier Method 

Returns the complex type PointsOnEfficientFrontier which represents points on the Efficient Frontier.

public PointsOnEfficientFrontier GetPointsOnEfficientFrontier();

Return Value

The type PointsOnEfficientFrontier which contains information concerning the risks, expected returns, and asset weights of the portfolios at the points at which the Efficient Frontier is known. Note that the units in which the expected returns will be given will correspond to the units which where used (i.e. relative or absolute) in the evaluation of the Efficient Frontier.

Remarks

That is, it represents a collection of portfolios which offer the lowest risk for a given expected return. The PointsOnEfficientFrontier represents the portfolios on the Efficient Frontier by storing within a complex type the following:

Remarks:

See Also

CapitalMarket Class | Portfolio Namespace