Validate Portfolio
Identify errors for the portfolio specification
Objects
PortfolioMAD | Create PortfolioMAD object for mean-absolute deviation 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 MAD Portfolio Problem
The portfolio optimization tools have specialized functions to validate portfolio sets and portfolios.
Concepts
- PortfolioMAD Object Workflow
PortfolioMAD object workflow for creating and modeling a mean-absolute deviation (MAD) 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.