WebCab Portfolio for .NET v5.0 Demo

Markowitz.PortfolioRisk Method 

Deprecated.

public double PortfolioRisk(
   double[] weight,
   double[][] covarianceMatrix
);

Parameters

weight
weight[i] is the weight for asset i. Note that, x[0] + x[1] + ... + x[N - 1]=1.
covarianceMatrix
The covariance matrix of the portfolio's assets.

Remarks

Replaced by methods within the class AssetParameters.

The risk (also known as the volatility or standard deviation) of the portfolio.

See Also

Markowitz Class | WebCab.Libraries.Finance.Portfolio Namespace