MeanVarianceOptimizationEfficientPortfolio Method

Finds portfolio on the efficient frontier with given expected return.

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

Syntax

public FMStatus EfficientPortfolio(
	double portfolioReturn
)

Type: FMStatus
Status of optimization.

MeanVarianceOptimizationAddLanguageSpecificTextSet("LST2647B39E_0?cpp=::|nu=.");EfficientPortfolio Method