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MvoModel(DVector, Matrix, String) Constructor

Creates and calculates a MVO model.

Namespace: Austra.Library.MVO
Assembly: Austra.Library (in Austra.Library.dll) Version: 2.8.0+77a1ed58155f905ef6d88f42ae024582c7e1b4c3
Syntax
C#
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public MvoModel(
	DVector returns,
	Matrix covariance,
	params string[] labels
)

Parameters

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