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MvoModel(DVector, Series) Constructor

Creates and calculates a MVO model.

Namespace: Austra.Library.MVO
Assembly: Austra.Library (in Austra.Library.dll) Version: 2.7.0+b25929339ea1019e260029cf0ebd18b3a0ce2443
Syntax
C#
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public MvoModel(
	DVector returns,
	params Series[] series
)

Parameters

returns  DVector
Expected returns.
series  Series
A list of series to provide the asset names and the covariance matrix.
See Also