MeanVarianceOptimization Properties

The MeanVarianceOptimization type exposes the following members.

Properties

	Name	Description
	MaximumReturn	Maximal possible return.
	MaximumReturnPortfolio	Maximum return portfolio.
	MaximumReturnRisk	Risk of maximum return portfolio.
	MinimumRisk	Minimal possible risk.
	MinimumRiskPortfolio	Minimum risk portfolio.
	MinimumRiskReturn	Return corresponding to minimum risk portfolio.
	PortfolioReturn	Return of the efficient portfolio.
	PortfolioRisk	Risk of the efficient portfolio.
	PortfolioWeights	Weights of the assets of the efficient portfolio.