Deprecated.
historicalReturns[i][t]
is the historical return (increase in market value) for the asset i
in the t
th period.Replaced by methods within the class AssetParameters.
Returns the covariance matrix for a collection of assets when the assets historical returns are known.
Markowitz Class | WebCab.Libraries.Finance.Portfolio Namespace | Markowitz.CovarianceMatrix Overload List