Identify errors for the portfolio specification
|Create PortfolioMAD object for mean-absolute deviation portfolio optimization and analysis|
|Check feasibility of input portfolios against portfolio object|
|Estimate global lower and upper bounds for set of portfolios|
- Validate the MAD Portfolio Problem
The portfolio optimization tools have specialized functions to validate portfolio sets and portfolios.
- Portfolio Optimization Theory
Portfolios are points from a feasible set of assets that constitute an asset universe.
- 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.