WebCab Portfolio for COM v5.0 Demo

PointsOnEfficientFrontier Class

This class encapsulates/represents the points of the efficient frontier. Moreover, it allows us to associated a given set portfolio weights of a portfolio with its associated expected return. An instance of this class is obtained by invoking the method {@link Markowitz#getPointsOnEfficientFrontier}.

The expected returns and the associated weights can be retrieved by:

of an instance of this class.

This is a complex type introduced in order to associated the asset weights for a given portfolio its over all expected return of a given portfolio on the Efficient Frontier.

For a list of all members of this type, see PointsOnEfficientFrontier Members.

System.Object
   PointsOnEfficientFrontier

public class PointsOnEfficientFrontier

Requirements

Namespace: WebCab.COM.Finance.Portfolio

Assembly: WebCab.COM.PortfolioDemo (in WebCab.COM.PortfolioDemo.dll)

See Also

PointsOnEfficientFrontier Members | WebCab.COM.Finance.Portfolio Namespace