MvoModel(DVector, Matrix, DVector, DVector, String) Constructor

public MvoModel(
	DVector returns,
	Matrix covariance,
	DVector lowerLimits,
	DVector upperLimits,
	string[] labels
)

Parameters

returns  DVector

Expected returns.

covariance  Matrix

Covariance of the assets.

lowerLimits  DVector

Lower limits for the weights.

upperLimits  DVector

Upper limits for the weights.

labels  String

Asset labels.

Reference