MeanVarianceOptimization Methods |
The MeanVarianceOptimization type exposes the following members.
Name | Description | |
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EfficientPortfolio |
Finds portfolio on the efficient frontier with given expected return.
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EfficientPortfolioRiskAversion |
Finds efficient portfolio for given iso-elastic utility function.
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Equals | Determines whether the specified object is equal to the current object. (Inherited from Object.) | |
FindCriticalPoints |
Finds critical points of efficient frontier.
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GetHashCode | Serves as the default hash function. (Inherited from Object.) | |
GetType | Gets the Type of the current instance. (Inherited from Object.) | |
ToString | Returns a string that represents the current object. (Inherited from Object.) |