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Validate Portfolio

Identify errors for the portfolio specification


PortfolioMADCreate PortfolioMAD object for mean-absolute deviation portfolio optimization and analysis


checkFeasibilityCheck feasibility of input portfolios against portfolio object
estimateBoundsEstimate 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.


PortfolioMAD Object Workflow

PortfolioMAD object workflow for creating and modeling a mean-absolute deviation (MAD) portfolio.