WebCab Portfolio for .NET v5.0 Demo | |
TwoAssetPortfolio.Weight2MinimizeRisk Method (Double, Double, Double)
Evaluates the weight (which can be any real number) of the first asset within a two asset portfolio which minimizes the risk of the portfolio.
Parameters
- standardDeviation1
- The standard deviation of the returns of the first asset.
- standardDeviation2
- The standard deviation of the return of the second asset.
- covariance
- The covariance between the two assets within the portfolio which itself can be evaluated using Covariance or Covariance.
See Also
TwoAssetPortfolio Class | WebCab.Libraries.Finance.Portfolio Namespace | TwoAssetPortfolio.Weight2MinimizeRisk Overload List