OptimizerGetMinimumVarianceEfficientPortfolio Method

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

Definition

Namespace: Austra.Library.MVO
Assembly: Austra.Library (in Austra.Library.dll) Version: 2.5.0+d1268756e036101f601080f153b3997e72fc912d
C#
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