WebCab Portfolio for .NET v5.0 Demo

Markowitz.OptimalPortfolio Method

Evaluates the set of (possibly constrained) portfolios on the Efficient Frontier which are optimal with respect to the investors utility function.

Overload List

Evaluates the set of (possibly constrained) portfolios on the Efficient Frontier which are optimal with respect to the investors utility function.

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

This method constructs the optimal portfolios with respect to the investors utility function over the entire range for which the Efficient Frontier exists.

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

See Also

Markowitz Class | WebCab.Libraries.Finance.Portfolio Namespace