WebCab Portfolio for .NET v5.0 Demo

SolveFrontier.FindReturn Method

Evaluates the expected return of a portfolio on the efficient frontier which has a given level of risk.

Overload List

Evaluates the expected return of a portfolio on the efficient frontier which has a given level of risk.

public double FindReturn(double,double[],double[]);

Evaluates a value of the expected return of the portfolio on the Efficient Frontier which is optimal with respect to the investors (Return) Utility function which is a function of the expected return.

public double FindReturn(double[],double[],double[],double[],double);

See Also

SolveFrontier Class | WebCab.Libraries.Finance.Portfolio Namespace | FindReturn(double[], double[], double[], double[], double) - evaluates the value of the expected return on the Efficient Frontier when the maximum risk is given as a function of the expected return. If this function is a constant function in the expected return then this methods reduces to the special case implemented here.