MeanVarianceOptimizationMaximumReturnPortfolio Property

Maximum return portfolio.

Namespace: FinMath.PortfolioOptimization
Assembly: FinMath (in FinMath.dll) Version: 2.4.7-0a995bd0ea1854c2c868ec3f8dae606c5777e170

Syntax

public Vector MaximumReturnPortfolio { get; }

Type: Vector

Remarks

Returns null in case maximum return is positive infinity.

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MeanVarianceOptimizationAddLanguageSpecificTextSet("LSTC3FD6B19_0?cpp=::|nu=.");MaximumReturnPortfolio Property