For information about creating a PortfolioMAD object, see Creating the PortfolioMAD Object.
|Create PortfolioMAD object for mean-absolute deviation portfolio optimization and analysis|
To create a fully specified MAD portfolio optimization problem, instantiate the PortfolioMAD object using the PortfolioMAD function.
Common operations for setting up a PortfolioMAD object.
The PortfolioMAD object property
you identify an initial or current portfolio.
Portfolios are points from a feasible set of assets that constitute an asset universe.
Using the PortfolioMAD object and associated functions for portfolio optimization.
PortfolioMAD object workflow for creating and modeling a mean-absolute deviation (MAD) portfolio.
The three cases for using Portfolio, PortfolioCVaR, PortfolioMAD object are: always use, preferred use, and use Optimization Toolbox.