AUSTRA
AUSTRA
Austra.Library.MVO
Portfolio Class
Portfolio Properties
Lambda Property
Mean Property
StdDev Property
Variance Property
Weights Property
Portfolio Properties
The
Portfolio
type exposes the following members.
Properties
Name
Description
Lambda
Risk tolerance.
Mean
Expected return.
StdDev
Standard deviation.
Variance
Expected volatility.
Weights
Asset weights.
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See Also
Reference
Portfolio Class
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