Mvo |
The MvoModel type exposes the following members.
Properties| Name | Description | |
|---|---|---|
 | Covariance | The covariance matrix. |
| First | Gets the first portfolio in the efficient frontier. |
| ItemIndex | Gets a portfolio in the efficient frontier. |
| ItemInt32 | Gets a portfolio in the efficient frontier. |
| Labels | The name of the assets. |
| Last | Gets the last portfolio in the efficient frontier. |
| Length | Gets the number of portfolios in the efficient frontier. |
| LowerLimits | Lower limits for the weights. |
| Portfolios | Portfolios in the efficient frontier. |
| Returns | Expected returns. |
| Size | Number of assets in the model. |
| UpperLimits | Upper limits for the weights. |
See Also