Main Content

Validate Portfolio

Identify errors for the portfolio specification

Objects

PortfolioMADCreate PortfolioMAD object for mean-absolute deviation 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 MAD Portfolio Problem

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

Concepts

PortfolioMAD Object Workflow

PortfolioMAD object workflow for creating and modeling a mean-absolute deviation (MAD) portfolio.

When to Use Portfolio Objects Over Optimization Toolbox

The three cases for using Portfolio, PortfolioCVaR, PortfolioMAD object are: always use, preferred use, and use Optimization Toolbox.