Markowitz.Form1 Class Reference
This is a small graphical program that plots the efficient frontier of Markowitz' portfolio selection problem with the two objectives return and risk. The example utilizes the GAMSModelInstance class to solve the parameterized objective max lambda*return - (1-lambda)*risk in the most efficient way. More...
Inheritance diagram for Markowitz.Form1:
Protected Member Functions | |
override void | Dispose (bool disposing) |
Clean up any resources being used. | |
Detailed Description
This is a small graphical program that plots the efficient frontier of Markowitz' portfolio selection problem with the two objectives return and risk. The example utilizes the GAMSModelInstance class to solve the parameterized objective max lambda*return - (1-lambda)*risk in the most efficient way.
Methods
◆ Dispose()
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inlineprotected |
Clean up any resources being used.
- Parameters
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disposing true if managed resources should be disposed; otherwise, false.
Definition at line 14 of file Form1.Designer.cs.