Documentation

Create Portfolio

Create Portfolio object for mean-variance portfolio optimization

For information about creating a Portfolio object, see Getting Started with Portfolio Optimization (13 min 31 sec)

Using Objects

Portfolio Portfolio object for mean-variance portfolio optimization and analysis

Functions

Portfolio Create Portfolio object for mean-variance portfolio optimization
setAssetList Set up list of identifiers for assets
setInitPort Set up initial or current portfolio
setDefaultConstraints Set up portfolio constraints with nonnegative weights that sum to 1
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