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Linear inequalities for asset group comparison constraints

As an alternative to `pcgcomp`

, use the Portfolio object
(`Portfolio`

) for mean-variance portfolio
optimization. This object supports gross or net portfolio returns as the return proxy,
the variance of portfolio returns as the risk proxy, and a portfolio set that is any
combination of the specified constraints to form a portfolio set. For information on the
workflow when using Portfolio objects, see Portfolio Object Workflow.

`[`

specifies that the ratio of allocations in one group to allocations in another group
is at least `A`

,`b`

] = pcgcomp(`GroupA`

,`AtoBmin`

,`AtoBmax`

,`GroupB`

)`AtoBmin`

to `1`

and at most
`AtoBmax`

to `1`

. Comparisons can be made
between an arbitrary number of group pairs `NGROUPS`

comprising
subsets of `NASSETS`

available investments.

If `pcgcomp`

is called with fewer than two output arguments, the
function returns `A`

concatenated with `b`

`[A,b]`

.