Click or drag to resize

MvoModel(DVector, Matrix) Constructor

Creates and calculates a MVO model.

Namespace: Austra.Library.MVO
Assembly: Austra.Library (in Austra.Library.dll) Version: 2.8.0+e1037fa8802b3ff162e26559d763b73334940b70
Syntax
C#
Copy
public MvoModel(
	DVector returns,
	Matrix covariance
)

Parameters

returns  DVector
Expected returns.
covariance  Matrix
Covariance of the assets.
See Also