WebCab Portfolio for COM v5.0

Markowitz.ExpectedArrayWithProbabilitiesKnown Method

Deprecated.

public double[] ExpectedArrayWithProbabilitiesKnown(
double[] probability,
double[,] returns
);

Parameters

probability: probability[i] is the probability of state i to occur.
returns: returns[i][j] is the return (increase in market value) of the asset j in the ith state.

Remarks

Replaced by methods within the class AssetParameters.

Returns an array containing the expected returns for each asset from a given collection of assets.

See Also

Markowitz Class | WebCab.COM.Finance.Portfolio Namespace