TwoAsset Class

Here we present a number of procedures which enables various qualitative measures of portfolios which consist of two assets.

For a list of all members of this type, see TwoAsset Members.

System.Object
TwoAsset

public class TwoAsset

Remarks

In this special case the optimal portfolio can be constructed without to be evaluated.

In fact, in the case of portfolios with only two assets evaluation of the portfolio risk, expected return and optimal weights are all closed formulae. The usefulness of these closed formulae is that the effect of a single purchase (or sale) has to a portfolios risk/reward profile can be studied by viewing the portfolio (or portfolio minus a holding) itself as a single asset. This portfolio which is viewed as a single asset could however have been constructed by use of the Markowitz (see Markowitz XL Service) or CAPM (see CapitalMarket XL Service) Theories.

Requirements

Namespace: Portfolio

Assembly: XMLDoc (in XMLDoc.dll)

TwoAsset Class

Remarks

Requirements

See Also