Validate Portfolio

Identify errors for the portfolio specification

Objects

PortfolioCreate Portfolio object for mean-variance portfolio optimization and analysis

Functions

checkFeasibilityCheck feasibility of input portfolios against portfolio object
estimateBoundsEstimate global lower and upper bounds for set of portfolios

Examples and How To

Validate the Portfolio Problem for Portfolio Object

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

Asset Allocation Case Study

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

Portfolio Optimization Examples

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

Portfolio Optimization with Semicontinuous and Cardinality Constraints

This example shows how to use a Portfolio object to directly handle semicontinuous and cardinality constraints when performing portfolio optimization.

Concepts

Portfolio Object Workflow

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