Validate Portfolio
Identify errors for the portfolio specification
Objects
Portfolio |
Create Portfolio object for mean-variance portfolio optimization and analysis |
Functions
checkFeasibility |
Check feasibility of input portfolios against portfolio object |
estimateBounds |
Estimate global lower and upper bounds for set of portfolios |
Examples and How To
- Validate the Portfolio Problem for Portfolio Object
The portfolio optimization tools have specialized functions to validate portfolio sets and portfolios.
- Asset Allocation Case Study
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
下ing 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.
Concepts
- Portfolio Object Workflow
Portfolio object workflow for creating and modeling a mean-variance portfolio.
- When to Use Portfolio Objects Over Optimization Toolbox
The three cases for using Portfolio, PortfolioCVaR, PortfolioMAD object are: always use, preferred use, and use Optimization Toolbox.