Portfolio | Create Portfolio object for mean-variance portfolio optimization and analysis |
checkFeasibility | Check feasibility of input portfolios against portfolio object |
estimateBounds | Estimate global lower and upper bounds for set of portfolios |
Validate the Portfolio Problem for Portfolio Object
The portfolio optimization tools have specialized functions to validate portfolio sets and portfolios.
This example shows how to set up a basic asset allocation problem that uses mean-variance portfolio optimization with a Portfolio object to estimate efficient portfolios.
Portfolio Optimization Examples
The following sequence of examples highlights features of the Portfolio object in the Financial Toolbox™.
Portfolio Optimization with Semicontinuous and Cardinality Constraints
This example shows how to use a Portfolio object to directly handle semicontinuous and cardinality constraints.
Portfolio object workflow for creating and modeling a mean-variance portfolio.