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v2

latestOpenAPI 3.0.1Apache 2.02026-07-2623201.3 MB
Portfolio Analysis / Mean-Variance

Mean-Variance Efficient Frontier

Compute the discretized mean-variance efficient frontier associated to a list of assets, optionally subject to:

  • Minimum and maximum weights constraints
  • Minimum and maximum group weights constraints
  • Minimum and maximum portfolio exposure constraint

References

  • Harry M. Markowitz, Portfolio Selection, Efficient Diversification of Investments, Second edition, Blackwell Publishers Inc.
post/portfolios/analysis/mean-variance/efficient-frontier

Request body

assetsinteger required

The number of assets

assetsMeanReturnsnumber[] required

assetsMeanReturns[i] is the arithmetic (expected) return of asset i

portfoliosinteger

The number of portfolios to compute on the mean-variance efficient frontier

Response

OK