%% Set One-Way Turnover Constraints for a PortfolioMAD Object
% Set one-way turnover constraints.

x0 = [ 0.12; 0.09; 0.08; 0.07; 0.1; 0.1; 0.15; 0.11; 0.08; 0.1 ]; 
p = PortfolioMAD('InitPort', x0);
p = setOneWayTurnover(p, 0.3, 0.2);
disp(p.NumAssets);
disp(p.BuyTurnover)
disp(p.SellTurnover)
disp(p.InitPort);

% Copyright 2015 The MathWorks, Inc.