Portfolio Class

Represents a portfolio in the efficient frontier.

Definition

Namespace: Austra.Library.MVO
Assembly: Austra.Library (in Austra.Library.dll) Version: 2.5.0+44e7797405725ef3cf24b3ff0eba94ce6c649601
C#
public class Portfolio
Inheritance
Object    Portfolio
Derived

Constructors

PortfolioRepresents a portfolio in the efficient frontier.

Properties

LambdaRisk tolerance.
MeanExpected return.
StdDevStandard deviation.
VarianceExpected volatility.
WeightsAsset weights.

Methods

EqualsDetermines whether the specified object is equal to the current object.
(Inherited from Object)
GetHashCodeServes as the default hash function.
(Inherited from Object)
GetSharpeRatioCalculates the Sharpe ratio of this portfolio.
GetTypeGets the Type of the current instance.
(Inherited from Object)
ToLongStringGets a textual representation of the portfolio.
ToStringGets a textual representation of the portfolio.
(Overrides ObjectToString)

See Also