Estimate Efficient Portfolios Along the Entire Frontier for PortfolioMAD Object
There are two ways to look at a portfolio optimization problem that depends on what you are trying to do. One goal is to estimate efficient portfolios and the other is to estimate efficient frontiers. The Obtaining Portfolios Along the Entire Efficient Frontier example focuses on the former goal and Estimate Efficient Frontiers for PortfolioMAD Object focuses on the latter goal. For information on the workflow when using PortfolioMAD objects, see PortfolioMAD Object Workflow.