Validate Portfolio
Identify errors for the portfolio specification
Working with a Portfolio
object, use
functions to identify errors for the portfolio specification.
Objects
Portfolio | Create 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 |
Topics
Portfolio Optimizations
- 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 with aPortfolio
object to estimate efficient portfolios. - Portfolio Optimization Examples Using Financial Toolbox
Follow a sequence of examples that highlight features of thePortfolio
object. - Portfolio Optimization with Semicontinuous and Cardinality Constraints
This example shows how to use a Portfolio object to directly handle semicontinuous and cardinality constraints.
Portfolio Theory
- Portfolio Optimization Theory
Portfolios are points from a feasible set of assets that constitute an asset universe. - Portfolio Object Workflow
Portfolio object workflow for creating and modeling a mean-variance 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.