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.

Definition at line 23 of file Form1.cs.

Methods

◆ Dispose()

override void Markowitz.Form1.Dispose ( bool disposing )

inlineprotected

Clean up any resources being used.

Parameters

disposing true if managed resources should be disposed; otherwise, false.

Definition at line 14 of file Form1.Designer.cs.

Protected Member Functions

Detailed Description

Methods

◆ Dispose()