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Validate Portfolio

Identify errors for the portfolio specification

Using Objects

PortfolioCVaR PortfolioCVaR object for conditional value-at-risk 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 CVaR Portfolio Problem

The portfolio optimization tools have specialized functions to validate portfolio sets and portfolios.

Concepts

PortfolioCVaR Object Workflow

PortfolioCVaR object workflow for creating and modeling a conditional value-at-risk (CVaR) portfolio.

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