The value of the expected return of the portfolio on the Efficient Frontier for which the risk will be evaluated.
RiskPts
An array of doubles where the first term is the lowest value of the risk from the set of points at which the Efficient Frontier is known, the second term is the next lowest value of the risk and so on.
ReturnPts
An array of doubles where the first term is the lowest value of the return from the set of points at which the Efficient Frontier is known, the second term is the next lowest values of the return and so on.
Remarks
Remarks:
Since the Efficient Frontier is monotonically
increasing in risk against return any possible value of the expected
return will correspond on a unique value of the risk of the portfolio
on the Efficient Frontier.
For details concerning how to evaluated the weights of the assets
within the portfolio on the Efficient Frontier with a given maximum risk
please see the SolveFrontier class API documentation.
Notes on the input Parameters
A set of points on the Efficient Frontier should be evaluated using
methods from the Markowitz XL Service, in particular:
riskPoints - the values of the (known) risk points on the
Efficient Frontier are evaluated using the method
GetEfficientFrontierPortfolioRisks
returnPoints - the values of the (known) return points on the
Efficient Frontier are evaluated using the method
GetEfficientFrontierExpectedReturns
Note: Alternatively you may choose to use the complex type
PointsOnEfficientFrontier, and the related methods from the
portfolio class in order to find the set of points on the efficient
frontier for which it is evaluated.
Excel Remarks
The full name of this function inside Excel is Port_SelectPort_FindRisk.
Exceptions
Exception Type
Condition
InterpolationException
Thrown when there does not correspond a point on the interpolation function corresponding to the parameters given.
ReferencedServiceException
Thrown if an error occurs while invoking methods of another XL Service.