Main Content
Validate Portfolio
Identify errors for the portfolio specification
Working with a PortfolioCVaR object,
use functions to identify errors for the portfolio
specification.
Objects
PortfolioCVaR | Creates PortfolioCVaR object for conditional value-at-risk 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 |
Topics
Portfolio Optimizations
- Validate the CVaR Portfolio Problem
The portfolio optimization tools have specialized functions to validate portfolio sets and portfolios.
Portfolio Theory
- Portfolio Optimization Theory
Portfolios are points from a feasible set of assets that constitute an asset universe. - PortfolioCVaR Object Workflow
PortfolioCVaR object workflow for creating and modeling a conditional value-at-risk (CVaR) 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.
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