OptimizerGetEfficientFrontier Method

Executes the mean-variance optimizer in order to find the efficient frontier.

Definition

Namespace: Austra.Library.MVO
Assembly: Austra.Library (in Austra.Library.dll) Version: 2.5.0+44e7797405725ef3cf24b3ff0eba94ce6c649601
C#
public static Portfolio[] GetEfficientFrontier(
	Inputs input
)

Parameters

input  Inputs
Contains all data for the algorithm.

Return Value

Portfolio
A list of portfolio weights plus the associated lambda.

See Also