XlQuant
In This Topic
    MVU.FI.CA
    In This Topic
    MVU optimisation with the full investment and the cardinality constraints

    ARGUMENTS

    Asset returns Mean of asset returns Vector
    Covariance Covariance of asset returns Matrix
    Risk Aversion The risk aversion coefficient Real number
    Cardinality The number of assets Integer
    This function is asynchronous. This function returns a column vector.