WebCab XL Community Edition

EasyOptimal Methods

The methods of the EasyOptimal class are listed below. For a complete list of EasyOptimal class members, see the EasyOptimal Members topic.

Public Instance Methods

CapmReturn For an given value of the expected return find the weighting of the cash and (risky) assets of the optimal portfolio which can hold or lend cash at the prevailing market rate.
CapmRisk For a given value of the risk find the weighting of the cash and (risky) assets of the optimal portfolio which can hold or lend cash at the prevailing market rate.
Equals (inherited from Object)
GetHashCode (inherited from Object)
GetType (inherited from Object)
MarkowitzReturn Finds the weights of the (risky) assets of the portfolio with the lowest risk for a given expected return constructed from the available assets.
MarkowitzRisk Finds the weights of the (risky) assets of the portfolio with the greatest expected return for a given risk constructed from the available assets.
MarkowitzUtility Finds the weights of the (risky) assets of the portfolio(s) which are selected in accordance with the investors utility functions with the highest expected return.
ToString (inherited from Object)

Protected Instance Methods

Finalize (inherited from Object)
MemberwiseClone (inherited from Object)

See Also

EasyOptimal Class | Portfolio Namespace