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资产收益和方案

评估投资组合资产收益率的方案，包括含缺失数据和金融时间序列数据的资产

对象

PortfolioMAD Create PortfolioMAD object for mean-absolute deviation portfolio optimization and analysis

函数

`getScenarios`	Obtain scenarios from portfolio object
`setScenarios`	Set asset returns scenarios by direct matrix
`estimateScenarioMoments`	Estimate mean and covariance of asset return scenarios
`simulateNormalScenariosByMoments`	Simulate multivariate normal asset return scenarios from mean and covariance of asset returns
`simulateNormalScenariosByData`	Simulate multivariate normal asset return scenarios from data
`setCosts`	Set up proportional transaction costs for portfolio

主题

投资组合优化

Asset Returns and Scenarios Using PortfolioMAD Object
Compute the expectation for MAD with samples from the probability distribution of asset returns.
Working with a Riskless Asset
The PortfolioMAD object has a separate RiskFreeRate property that stores the rate of return of a riskless asset.
Working with Transaction Costs
The difference between net and gross portfolio returns is transaction costs.

投资组合理论

投资组合优化理论
投资组合是构成资产池的资产可行集中的点。
PortfolioMAD 对象工作流
用于创建和建模均值-绝对偏差 (MAD) 投资组合的 PortfolioMAD 对象工作流。
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.