Create a Portfolio.

Create aPortfolioobject for mean-variance portfolio optimization. For more information, seeCreating the Portfolio Object.

Estimate the mean and covariance for returns.

Evaluate the mean and covariance for portfolio asset returns, including assets with missing data and financial time series data. For more information, seeAsset Returns and Moments of Asset Returns Using Portfolio Object.

Specify the Portfolio Constraints.

Define the constraints for portfolio assets such as linear equality and inequality, bound, budget, group, group ratio, turnover, tracking error,'Conditional'BoundType, andMinNumAssets,MaxNumAssetsconstraints. For more information, seeWorking with Portfolio Constraints Using DefaultsandWorking with 'Conditional' BoundType, MinNumAssets, and MaxNumAssets Constraints Using Portfolio Objects.

Validate the Portfolio.

Identify errors for the portfolio specification. For more information, seeValidate the Portfolio Problem for Portfolio Object.

Estimate the efficient portfolios and frontiers.

Analyze the efficient portfolios and efficient frontiers for a portfolio. For more information, see估计整个高效有效的投资组合Frontier for Portfolio ObjectandEstimate Efficient Frontiers for Portfolio Object.

Postprocess the results.

Use the efficient portfolios and efficient frontiers results to set up trades. For more information, seePostprocessing Results to Set Up Tradable Portfolios.