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Create Portfolio

Create Portfolio object for mean-variance portfolio optimization

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

Classes

Portfolio Portfolio object for mean-variance portfolio optimization and analysis

Functions

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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