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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+892c66cd78254e5a7ad663c063da400b3042cf5b
Syntax
C#
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public MvoModel(
	DVector returns,
	Matrix covariance
)

Parameters

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