Here we present a number of procedures which enables various qualitative measures of portfolios which consist of two assets.
For a list of all members of this type, see TwoAssetPortfolio Members.
System.Object
TwoAssetPortfolio
In fact, in the case of portfolios with only two assets evaluation of the portfolio risk, expected return and optimal weights are all closed formulae. The usefulness of these closed formulae is that the effect of a single purchase (or sale) has to a portfolios risk/reward profile can be studied by viewing the portfolio (or portfolio minus a holding) itself as a single asset. This portfolio which is viewed as a single asset could however have been constructed by use of the Markowitz (see Markowitz class) or CAPM (see CapitalMarket class) Theories.
Namespace: WebCab.Libraries.Finance.Portfolio
Assembly: WebCab.Libraries.PortfolioDemo (in WebCab.Libraries.PortfolioDemo.dll)
TwoAssetPortfolio Members | WebCab.Libraries.Finance.Portfolio Namespace