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Define constraints for portfolio assets such as linear
equality and inequality, bound, budget, group, group ratio, and turnover
constraints

`Portfolio` |
Portfolio object for mean-variance portfolio optimization and analysis |

`addEquality` |
Add linear equality constraints for portfolio weights to existing constraints |

`addGroupRatio` |
Add group ratio constraints for portfolio weights to existing group ratio constraints |

`addGroups` |
Add group constraints for portfolio weights to existing group constraints |

`addInequality` |
Add linear inequality constraints for portfolio weights to existing constraints |

`getBounds` |
Obtain bounds for portfolio weights from portfolio object |

`getBudget` |
Obtain budget constraint bounds from portfolio object |

`getCosts` |
Obtain buy and sell transaction costs from portfolio object |

`getEquality` |
Obtain equality constraint arrays from portfolio object |

`getGroupRatio` |
Obtain group ratio constraint arrays from portfolio object |

`getGroups` |
Obtain group constraint arrays from portfolio object |

`getInequality` |
Obtain inequality constraint arrays from portfolio object |

`getOneWayTurnover` |
Obtain one-way turnover constraints from portfolio object |

`setGroups` |
Set up group constraints for portfolio weights |

`setInequality` |
Set up linear inequality constraints for portfolio weights |

`setBounds` |
Set up bounds for portfolio weights |

`setBudget` |
Set up budget constraints |

`setCosts` |
Set up proportional transaction costs |

`setDefaultConstraints` |
Set up portfolio constraints with nonnegative weights that sum to 1 |

`setEquality` |
Set up linear equality constraints for portfolio weights |

`setGroupRatio` |
Set up group ratio constraints for portfolio weights |

`setInitPort` |
Set up initial or current portfolio |

`setOneWayTurnover` |
Set up one-way portfolio turnover constraints |

`setTurnover` |
Set up maximum portfolio turnover constraint |

`setTrackingPort` |
Set up benchmark portfolio for tracking error constraint |

`setTrackingError` |
Set up maximum portfolio tracking error constraint |

**Working with Portfolio Constraints Using Defaults**

The most basic or "default" portfolio
set requires portfolio weights to be nonnegative and to sum to `1`

.

**Working with Bound Constraints Using Portfolio Object**

Bound constraints are optional linear constraints that maintain upper and lower bounds on portfolio weights.

**Working with Budget Constraints Using Portfolio Object**

The budget constraint is an optional linear constraint that maintains upper and lower bounds on the sum of portfolio weights.

**Working with Group Constraints Using Portfolio Object**

Group constraints are optional linear constraints that group assets together and enforce bounds on the group weights.

**Working with Group Ratio Constraints Using Portfolio Object**

Group ratio constraints are optional linear constraints that maintain bounds on proportional relationships among groups of assets.

**Working with Linear Equality Constraints Using Portfolio Object**

Linear equality constraints are optional linear constraints that impose systems of equalities on portfolio weights.

**Working with Linear Inequality Constraints Using Portfolio
Object**

Linear inequality constraints are optional linear constraints that impose systems of inequalities on portfolio weights.

**Working with Average Turnover Constraints Using Portfolio Object**

The turnover constraint is an optional linear absolute value constraint that enforces an upper bound on the average of purchases and sales.

**Working with One-Way Turnover Constraints Using Portfolio Object**

One-way turnover constraints are optional constraints that enforce upper bounds on net purchases or net sales.

**Working with Tracking Error Constraints Using Portfolio Object**

Tracking error constraints are optional constraints that measure the risk relative to a portfolio called a tracking portfolio.

**Constraint Specification Using a Portfolio Object**

This example computes the efficient frontier of portfolios consisting of three different assets, INTC, XON, and RD, given a list of constraints.

This example shows how to set up a basic asset allocation problem that uses mean-variance portfolio optimization to estimate efficient portfolios.

**Portfolio Optimization Examples**

The following sequence of examples highlights features of the Portfolio object in the Financial Toolbox™.

**Portfolio Set for Optimization Using Portfolio Object**

The complete specification of a portfolio optimization problem is the set of feasible portfolios, which is called a portfolio set.

Portfolio object workflow for creating and modeling a mean-variance portfolio.

**Setting Up a Tracking Portfolio**

The Portfolio object property `TrackingPort`

lets
you identify a tracking portfolio.

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