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OptimizerGetMinimumVarianceEfficientPortfolio Method

Looks at the efficient frontier for an efficient portfolio with minimum variance.

Namespace: Austra.Library.MVO
Assembly: Austra.Library (in Austra.Library.dll) Version: 2.8.0+e1037fa8802b3ff162e26559d763b73334940b70
Syntax
C#
Copy
public static InterpolatedPortfolio GetMinimumVarianceEfficientPortfolio(
	Portfolio[] efficientFrontier
)

Parameters

efficientFrontier  Portfolio
The list of efficient portfolios.

Return Value

InterpolatedPortfolio
The last portfolio in the efficient frontier collection.
See Also