Optimizer Methods |
The Optimizer type exposes the following members.
Methods| Name | Description | |
|---|---|---|
  | GetEfficientFrontier | Executes the mean-variance optimizer in order to find the efficient frontier. |
| GetMaxSharpeRatio | Gets the efficient portfolio with maximum Sharpe ratio. |
| GetMinimumVarianceEfficientPortfolio | Looks at the efficient frontier for an efficient portfolio with minimum variance. |
| GetTargetReturnEfficientPortfolio | Looks at the efficient frontier for an efficient portfolio with an expected return. |
| GetTargetVolatilityEfficientPortfolio | Looks at the efficient frontier for an efficient portfolio with an expected volatility. |
See Also