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OptimizerGetEfficientFrontier Method

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

Namespace: Austra.Library.MVO
Assembly: Austra.Library (in Austra.Library.dll) Version: 2.8.0+e1037fa8802b3ff162e26559d763b73334940b70
Syntax
C#
Copy
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