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Portfolio Constructor

Represents a portfolio in the efficient frontier.

Namespace: Austra.Library.MVO
Assembly: Austra.Library (in Austra.Library.dll) Version: 2.8.0+77a1ed58155f905ef6d88f42ae024582c7e1b4c3
Syntax
C#
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public Portfolio(
	DVector weights,
	double lambda,
	double mean,
	double variance
)

Parameters

weights  DVector
Asset weights.
lambda  Double
Risk tolerance.
mean  Double
Expected return.
variance  Double
Expected volatility.
See Also