OptimizerGetMinimumVarianceEfficientPortfolio Method
Looks at the efficient frontier for an efficient portfolio with
minimum variance.
Namespace: Austra.Library.MVOAssembly: Austra.Library (in Austra.Library.dll) Version: 2.5.0+44e7797405725ef3cf24b3ff0eba94ce6c649601
public static InterpolatedPortfolio GetMinimumVarianceEfficientPortfolio(
Portfolio[] efficientFrontier
)
- efficientFrontier Portfolio
- The list of efficient portfolios.
InterpolatedPortfolioThe last portfolio in the efficient frontier collection.