XlQuant
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    MV.VOL.RF
    In This Topic
    Calculates the optimum investments weights in a portfolio for a given volatility and risk free rate

    ARGUMENTS

    Asset returns Mean of asset returns Vector
    Covariance Covariance of asset returns Matrix
    Target volatility The target volatility Real number
    RiskFreeRate The risk free rate Real number

     

     

    XlQuant version : 1.0.16.0