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Validate Portfolio

Identify errors for the portfolio specification

Using Objects

Portfolio 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 to estimate efficient portfolios.

Portfolio Optimization Examples

The following sequence of examples highlights features of the Portfolio object in the Financial Toolbox™.

Concepts

Portfolio Object Workflow

Portfolio object workflow for creating and modeling a mean-variance portfolio.

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