Deprecated.
probability[i] is the probability of market state i occurring.returns[i][j] is the return of the market value of the asset j when the market is in the ith state.Replaced by methods within the class AssetParameters.
Returns the covariance matrix for a collection of assets given the probability
distributions of there returns. The distribution of the probability of the various
returns occurring is a discrete probability distribution given by probability.
Markowitz Class | WebCab.COM.Finance.Portfolio Namespace